As a note of clarity both the question text and sub text are formattable. Please refer to our training video on the style manager for a more detailed explanation
http://www.prezzatech.com/training/ . Furthermore both of these inputs will accept HTML.
It is not possible to include HTML items in a report; only answerable questions are considered responses.
As you have described it, you have created questions that do not actually contain a question. Checkbox is unaware that the HTML items are associated with the answerable items. You may be able to use the alias field to add some context to your questions during reporting but I think the best option would be to look into changing the survey design if possible.