Captions are fairly limited - once a caption is added, there is no known command to remove them. One thing you can do is hide the text in them by replacing the caption in the outer session:
(where kk is black/black.) You'll still have a wasted line of real estate but the outer session's caption line will be cleared and hopefully not distracting you.
And you'll still have the problem that you're nested - you can't kill the outer without killing the ssh process that you started from it. All of your screen commands to the inner screen will have to be prefixed with an extra 'a'.