What you are asking for is not built into Word.
Word can do a LOT with Tables of Figures / Tables of Contents, which are really the same TOC field with different switches.
This is especially true with different styles such as the Caption style, TC fields, StyleRef fields, and switches in the TOC field.
Review these links.
You can create such a field using a combination of StyleRef fields inside a TC field. Such a field, once constructed, can be saved as AutoText, a Quick Part, or some other Building Block, or even as formatted AutoCorrect.
Here is a temporary link to a document demonstrating a Table of Contents that uses TC fields that have StyleRef fields.
Dropbox - TOC Sample using StyleRef with bullet added for numbered headings.docx
That document was produced in
this thread.
https://www.msofficeforums.com/word/...tml#post159102
You would in the TC field include a StyleRef to the Caption and additional text you want to appear in your Table of Figures.