So a direct translation would be "me think, they not here". I read this and my brain translated that as "I don't think they are here", which is probably how that would be translated on cable tv. While I get that the point is to learn Russian and not translate to English, like a captionist, I think in fluid English. It makes me wonder; are there any Russian phrases that don't sound so stiff?
@Mantrid_Brizon - I mean, a literal translation would be more like "to me it appears they (are) not here".
Not sure about the rest of your question though. As you practice and become more comfortable you'll find that Russian doesn't sound stiff at all.
As far as how it would be translated into captions for a show, that's a bit of a loaded question. There are probably at least a dozen different ways this phrase could be translated (some better and more grammatically correct in English than others).
@guido506552 - It is a verb. The infinitive is казаться (https://en.wiktionary.org/wiki/%D0%BA%D0%B0%D0%B7%D0%B0%D1%82%D1%8C%D1%81%D1%8F)
It is conjugated for third person singular ("it" seems).