Side notes:
Yes, you should always show sppeech captions when you make a video of a screen reader.
Still, deafblind people exist and use braille output from their screen reader, so will not be able to perceive it without out-of-band captions or a transcript.
#a11y

If you share a video of a screen reader doing something, include the audio of the screen reader speaking. Do not just have a silent video with the speech captions shown. Otherwise, you’re preventing the very people who use screen readers from perceiving the video.

Mentioning this because I encountered this for probably the thousandth time today.

#a11y