Another Unix guy here. I lasted a whole 3 days on Win10, but I did so with my Control in the right place. ;)
I used "Convert Caps Lock to Control.reg"
Windows Registry Editor Version 5.00 [HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layout] "Scancode Map"=hex:00,00,00,00,00,00,00,00,02,00,00,00,1d,00,3a,00,00,00,00,00
Now, after that you no longer have a Caps Lock, and you don't want Shift+Ctrl to change anything. So you might as well eat your hat and read the AutoHotKey's intro (and Google's too ;):
Capslock::Ctrl - Makes Capslock become a Control key. To retain the ability to turn Capslock on and off, add the remapping +Capslock::Capslock first. This toggles Capslock on and off when you hold down the Shift key and press Capslock. Because both remappings allow additional modifier keys to be held down, the more specific +Capslock::Capslock remapping must be placed first for it to work.
This doesn't works in certain videogames, though, so if you care about that you might as well mod the registry and bind AutoHotKey's SetCapsLockState, on|off
to any key combo you want—I like double shift:
Lshift & Rshift::SetCapsLockState, % GetKeyState("CapsLock", "T")? "Off":"On"
Cheers!