gsettings monitor numlock-state catches capslock events as well
gsettings monitor org.gnome.settings-daemon.peripherals.keyboard numlock-state also catches changes in CapsLock state.
I understand that this shouldn't happen, unless there was a
capslock-state (which currently there isn't).
This was tested on a Fedora 28 Workstation 64-bit (glib2-2.56.3). CapsLock keycode is 58 (
showkey), and NumLock is 69.