We saw it yesterday. Brilliant film - especially the early part in India. Genuine tear-jerker at the end.
In answer to your question - yes there are subtitles from the start whenever Hindi or Bengali are spoken. So you didn't watch a really good copy. We met a friend on the way out of the cinema whose daughter had watched a 'dodgy' download a few days before, and that was also without subtitles. She wasn't as confident as you that she was following the story properly without them.