Pressing return repeatedly will never give you correct results, for various reasons.
The way the theme you're using is designed, to control the space above or below a captioned image you need to switch the editor to HTML and paste this:
Change the number to adjust the space.
The theme you're using has another issue as well: notice how all your right-side borders are wrong? For captioned images that should cover the whole width of your posts, you need to go to Settings > Media, set the width for the Large option to 608 and the height to 0, and select the Large instead of the Full Size option when inserting the images. Then you need to switch the editor to HTML and change the first 608 in the code to 622.
Same thing for smaller captioned images: the first width number in the code must be increased by 14.
If you wish to correct your already published posts, you must change the code of all the full-size captioned so that it becomes like this:
[caption id="attachment_NUMBER HERE" align="aligncenter" width="622" caption="CAPTION HERE"]<img class="size-full wp-image-NUMBER HERE" title="TITLE HERE.jpg" src="IMAGE URL HERE?w=608" alt="" width="608" />[/caption]
(First width number 622, second and third width numbers 608, no height indications.)
But it would be better if you used an image editing application to scale down copies of your images to 608px wide, and upload and insert those copies. This way you can use the Full Size option and forget about the numbers (except the first one), you won't waste your storage space by unnecessarily uploading the large files you've been uploading, and your pages will load faster. Plus you'll get better quality, because images downsized by WP lose some color and sharpness; see here: