Since about May or June we've been able to add clickable links to the captions on images, including those displayed in a Gallery/Photo Carousel. Example: http://gammagirl.wordpress.com/2012/07/09/a-further-update-to-the-ntowpcom-gallery-faq/ the image is being displayed with the Gallery shortcode and has a link in the caption to the FAQ.
Yesterday, clicking on the caption lead to the FAQ. Suddenly today this stopped working. Now clicking either the image or the caption leads to the Photo Carousel. If you click on the link in the caption in the Photo Carousel, it leads to a 404 error.
I just noticed that if the Photo Carousel is disabled, then the link in the caption works.