In this particular movie, those subtitles were not subtitles per se, in a separate file, they were burned in, written directly on the image. That is the only way to have subtitles stylized like that, with some words from one subtitle row having a different format. Yes, you can have subtitle files packed inside the video file (see the netflix releases on torrents), but those are just regular subtitles, cannot be stylized like that.
So you will have to download that variant of the video (a blueray rip i presume), or settle for regular subtitles.