Pulling out a certain gene in a volcano plot
As you did for labeling genes with an adjusted p value below 0.05, you can subset your dataset for keeping only rows corresponding to "Casp14":

library(ggplot2)
library(ggrepel)
ggplot(final_tumor, aes(x = Log2.fold.change,y = -log10(Adjusted.p.value), label = Feature.Name))+ 
  geom_point()+
  geom_text_repel(data = subset(final_tumor, Adjusted.p.value &lt; 0.05), 
                  aes(label = Feature.Name))+
  geom_text_repel(data = subset(final_tumor, Feature.Name == "Casp14"), 
                  aes(label = Feature.Name), color = "red")


With this code, you should see now the labeling of the gene of interest (Casp14) in red on your volcano plot.