Just to point out to people - even if you are in contract you can cancel Sky & not incur any early termination charges.
You have to ring up & be put through to the accessibility team & explain to them that the lack of subtitles on the iPad (or whatever device you are using) renders the service useless to you.
I love watching some Netflix in bed on my iPad - I hardly ever watch TV - I get maybe 2 hours before bed to catch up on shows, there was no point in me having Sky without there being subtitles on the iPad.
Sorry if it sounds like I'm teaching you how to suck eggs - but don't think just because you are in contract you have to put up with this - you don't.
I've used other streaming/on demand services around the world & Sky is the worst I have come across for accessibility reasons - I now subscribe to Now TV which gives me subtitles on films & (some) TV... even though it's cheaper, Now TV is much better for those that are hearing impaired.