<<there was no video preview using Sony capture so I had no idea where I was on the tape and >>

Connect a tv up to the vcr (my vcr has multiple outputs or you could use a Y cable) and moniotor it there.

<<capture stopped for different recordings on the tape.>>

Not sure about this one. Your VHS tape probably does not have timecode so any settings in Vegas to look for breaks in time code may not be of any use.  But it may be reading breaks in the control track.  What do you do about that? Good question.  My Canopus ADC110 just sails right on through.  May be a setting on  the Canopus unit.