When Q&A CAPTCHA is in use for registration, if a user exceeds the Maximum number of login attempts specified in User registration settings, the following message is displayed:

You exceeded the maximum allowed number of login attempts. In addition to your username and password you now also have to enter the confirm code from the image you see below.

There is, of course, no image.

The language should be something like:

You exceeded the maximum allowed number of login attempts. In addition to your username and password you now also have to either enter the confirm code from the image you see below, or answer the question.

In a related issue, in the ACP, CAPTCHA module settings, you have this language:

Enable visual confirmation for registrations:
Requires new users to enter a random code matching an image to help prevent mass registrations.

That setting has to be Yes for the Q&A CAPTCHA to work, but again, there is no image. The language should be something like:

Enable confirmation for registrations:
Requires new users to enter a random code matching an image, or to answer aq question you have defined, to help prevent mass registrations.