I am brand new to VMware Fusion after getting a new MacBook Pro I made the switch from Parallels to Fusion. Regretting it already, as I too am having this CAP LOCKS issue and see it has been going on for a couple months and not yet fixed. I can NOT turn off Cap Locks when I return to host after working in the VM. I am just a very average user so can't get very technical.
My experience:
After using Word in the VM and then going to the host, whether cap locks was on or off (or even USED) in the VM, I am stuck in CAP LOCK on the Host and Cap Lock will not work in the VM (though I can get a Cap with shift key in VM). Only fix is to restart. (I do not know that working in WORD has anything to so with it, as i usually am in it at one point or another, as well as a few other programs.)
MacBook Pro 15" w/ Retina and touch bar
High Sierra 10.13.2
VMware Fusion 10.1.1 (7520154)
And NOW suddenly in the VM I am in STUCK IN CAP LOCK (whether indicator light is on or off) but can type lower case if I hold in the shift key. THIS IS NUTS. I do not know what made this suddenly change while I was typing this reply!!! I HAD TO ACCESS YOUR WEBSITE thru the VM so I could type in my password since it had lower case letter.:" btw shift key works properly for special character keys :"<>? but backward on all letter keys.