Guillaume,
I believe having found the reason for your problem.
Please have a look at this image:
View post on imgur.com
The image on the top is the original with a caption created dynamically. All settings are the same as those you have indicated on your previous message.
The two images below were created differently:
the left one: I copied the image from the top (with the caption created) then I clicked (selected the frame) on the figure (not the caption), rotated it and, voilá, this is what you were looking for. The caption frame is still at 0º
the right one: first I copied the original image, then I rotated it WITHOUT THE CAPTION. Then I applied the dynamic caption. The result was the same as the one you obtained, namely the caption box rotated too.
As you wrote previously, you have done exactly this, namely you first rotated the images then you applied the caption. As result, the caption rotated with the image.
So the trick is this: DO NOT ROTATE THE IMAGE but apply the caption, then select the image ONLY and rotate it. The caption will remain at 0º
I hope this was of help
Amuse toi :-)
Tom