Adding a hyperlink to feature image caption

Hello,

I am attempting to add a hyperlink to the caption of a feature image to give credit to the image source. I am able to add hyperlinks and change the formatting of text with other images added the normal way, but I can only find one way to add a feature image, and this does not seem to allow me to add a hyperlink in the Caption or format the text (make some of the text bold).

Any information on how to add a hyperlink to a feature image caption would be greatly appreciated!

Many thanks