Hola.
Effectively you cannot add markers inside the caption text. But, as you mention, you can make modifications on the \fig tag when typesetting or even when using PTxPrint.
In PTxPrint you can search for the \fig tag under the Styles tab and look for the \fig tag.
If what you are looking for is to add some character marker for only some words within some \fig but not within all, then I think it might be an idea to add some basic character before and after the words to mark, maybe (( and )) always keeping in mind that they are not the ones used in the markers or the language. And use these characters to recognize during diagramming or PTxPrint.
Saludos,
Pepe.