When citing a reference within a caption environment (and using a footnote referencing style, such as oscola), the superscript footnote number is added and the reference is added to the bibliography, but the footnote itself does not render.
How can I properly render a footnote reference within a caption?
The issue is inherent to \footnote declarations within caption environments. The solution for the referencing issue is the same as for general footnotes (see this answer for more information).
Instead of this (assuming the use of oscola commands):
\begin{figure}
\caption[]{Caption text.\autocite{ref}}
\end{figure}
do this:
\begin{figure}
\caption[]{Caption text.\footnotemark}
\end{figure}
\footnotetext{\cite{ref}.}