A Hinglish sentence can be captioned three different ways, and they are not interchangeable.
All Devanagari, with English words transliterated into Devanagari script. It reads as one coherent language and suits an audience that reads Hindi comfortably. It also makes English brand names look strange, because a viewer who knows the brand expects to see it in Latin letters.
All Roman, with Hindi romanized. It reaches the widest audience, including people who speak Hindi but read it slowly, and it is what most short-form creators use. The cost is the spelling problem above, which lands entirely on this option.
Mixed script, Hindi in Devanagari and English in Latin. This is closest to how people actually type, and it keeps brand names right, but some readers find the alternation unsettled to read at caption speed.
Pick before you start editing, not after. Switching later means re-reading every cue, and a file that is half-converted is worse than either option done consistently. The longer guide on choosing between Hinglish and Devanagari walks through the trade-off with more examples.