#1. First, in the Description box, enter syntax like this

#2. Make sure the caption is enabled

#3. Use code to Custom CSS box

figure.gallery-reel-item figcaption a {
    background-color: #d51f2b;
    color: #fff;
    padding: 5px 10px;
    border-radius: 20px;
    display: inline-block !important;
}

#4. Result