Vanilla 1.1.9 is a product of Lussumo. More Information: Documentation, Community Support.
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The WebExport (currently in Beta, see this Blog post) is able to give illustrations captions. Numbering currently works on a per-Document basis. Referring to illustrations from within the text also works, images can be placed before or after the Document or before/after the whole text. You can also group references etc. at the end of a Document or in an extra file.