I finally gave up. I disabled caps lock. I made it an extra shift key, using this line:
xmodmap -e "keycode 66 = Shift_L NoSymbol Shift_L"
It can be executed manually in a terminal in X, or executed when X starts by putting the line in
.xinitrc. In Slackware the system version of
.xinitrc lives in
/etc/X11/xinit/xinitrc (a symlink to the startup script of the active window manager) from which the content can be copied to
~/.xinitrc for editing. The xmodmap line should come before the code that starts the window manager, starting the window manager should be done lastly.