No, I must have explained badly. I wanted to say 'copy into the custom text caption', not action. You can keep the normal Success captions. They will not appear during Review mode.
But you'll have to create a custom text caption, with the same text (maybe looking the same as well?) that is initially hidden (Properties panel). It would be easy if you label that text caption, with at least one character pointing to the MCQ slide: example Tx_Q1 (Text on Question 1 slide).
You have to create a shared action, that is conditional:
IF cpInReviewMode is equal to 1
Show .... which will be the parameter, the text caption
ELSE
Hide ... same parameter
This shared action will be triggered by the On Enter event for each question slide, you have only to edit the parameter, pointing to the right Text caption. If you want more explanations about using shared actions:
Dare to Share - part 1 - Captivate blog
Dare to Share - part 2 - Captivate blog
Since you have so many question slides (>500?) the biggest advantage of using shared instead of duplicated actions is that the file size will not increase dramatically (which happens with advanced actions) because you are always using an instance of the same shared action.