The capslock key, when you bind it to an action, appears as the number [9] key from the numeric row. This causes conflicts with 'select control-group: nine'. Also, it seems that 'toggle build previews' is bound to capslock by default and cannot be unbound via the in-game UI (though, not actioned by pressing [9], strangely enough).
I don't understand that logic. The capslock key is a key on my keyboard and it has an in-game action bound to it by default; this is enough prerequisite for it to be available to be unbound or rebound in the game options. Until then, I'll continue to consider it a bug in need of fixing (especially seeing it appears as [9] when bound to other actions- this cannot be intentional behaviour).
