Assuming that you haven't saved and closed the document, you can use Undo (Ctrl+Z), possibly repeatedly, to "restore" lost captions. In the future, remember to not select an existing caption before opening the Caption dialog box.

To update a table of figures or table of tables: Click in the table, press F9; if prompted, choose to update the whole table.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional