下次要把代码精简一下然后给出文本形式的代码.
见 texdoc listings, 对于 caption 选项要用 {} 包裹

\documentclass{article}
\usepackage{listings}
\begin{document}
    \begin{lstlisting}[language=Python, caption={Python example}]
        print("Hello World")
    \end{lstlisting}
\end{document}

得到了有问题的源码, 问题来源于 elegantnote.cls 的如下部分

\RequirePackage{verbatim}
\DeclareCaptionFormat{codecaptionformat}{%
  %%\colorbox{black!20}{
  %%  \parbox{\textwidth}{#1#2\ttfamily#3}
  %%}
  \parbox{\textwidth}{\textcolor{violet}\faCode~\textcolor{violet}{#1#2}\hspace{.5em}\fzkai#3}
}
\captionsetup[lstlisting]{format=codecaptionformat}
\DeclareCaptionFormat{codecaptionformat}{%
  %%\colorbox{black!20}{
  %%  \parbox{\textwidth}{#1#2\ttfamily#3}
  %%}
  \parbox{\textwidth}{\textcolor{violet}\faCode~\textcolor{violet}{#1#2}\hspace{.5em}\fzkai#3}
}
\captionsetup[lstlisting]{format=codecaptionformat}

其中 \faCode 为 fontawesome 宏包内的命令, \fzkai 为没有定义的字体命令.

这段代码来自 https://github.com/WisdomFusion/latex-templates , 其中关于 \fzkai 的定义为

\setCJKfamilyfont{fzkai}{方正楷体_GBK}
\newcommand{\fzkai}{\CJKfamily{fzkai}}

没有必要装新的字体, 直接用 \kaishu 就好了.

于是将这段代码修改为

\RequirePackage{fontawesome}
\RequirePackage{verbatim}
\DeclareCaptionFormat{codecaptionformat}{%
  %%\colorbox{black!20}{
  %%  \parbox{\textwidth}{#1#2\ttfamily#3}
  %%}
  \parbox{\textwidth}{\textcolor{violet}\faCode~\textcolor{violet}{#1#2}\hspace{.5em}\kaishu#3}
}
\captionsetup[lstlisting]{format=codecaptionformat}
\DeclareCaptionFormat{codecaptionformat}{%
  %%\colorbox{black!20}{
  %%  \parbox{\textwidth}{#1#2\ttfamily#3}
  %%}
  \parbox{\textwidth}{\textcolor{violet}\faCode~\textcolor{violet}{#1#2}\hspace{.5em}\kaishu#3}
}
\captionsetup[lstlisting]{format=codecaptionformat}

即可