This is liable to occur if your images are floating (i.e. not formatted as in-line with text). In such cases the caption gets inserted into a textbox and their numbering order is determined by the textbox anchor orders. When multiple textboxes get anchored to the same paragraph it can be difficult to control this. The better approach is to insert the pictures into tables in the in-line format, along with their captions. You can give the tables text wrapping so they'll behave the same as pictures with square/tight wrapping.
For a macro to do this, see:
https://www.msofficeforums.com/word-...html#post58886
For PC macro installation & usage instructions, see: http://www.gmayor.com/installing_macro.htm.