, I have read many review articles they add a copyright statement but they do not modify any caption, they used as it is. So should it not count for plagiarism ??
the examples in the following note may be useful to you:
-Citing tables, figures & images: APA (6th ed.) Citation guide by Simon Fraser University (2020) Available at: https://www.lib.sfu.ca/help/cite-write/citation-style-guides/apa/tables-figures
For every individual figure which you want to use in the review article the separate permission is required. Moreover, if the concerned author of the article is agreed that captions in their articles were changed with their consent then it might be no issue.