I’m not too confident with this, it’s a bit of a minefield depending on all other settings…
However, under Keyboard:
Caps Lock behaviour
Make Caps Lock an additional Esc, and Shift+Caps Lock is the compose.
This makes ‘Compose’ work from Shift_Caps and Capslock is a better position for Esc… but the original Escape key is redundant - out there in a corner and unused for the most part.
Compatibility Options
Both Shifts together enable Caps Lock; one Shift key disables it.
This is a nicer way to implement Caps Lock (actually rarely used) and it’s also possible to set an audible confirmation of ‘lock on’ and ‘lock off’ with some suitable ‘latch/unlatch’ type sounds in notifications.
That leaves the Right Alt key free as a 3rd level composer, useful for typing (3÷√2×4)·5=30 if that’s your thing…
TL;DR Consider dropping switching CapsLock to the Esc key… but definitely put Escape on CapsLock, then a double-key mash to get CapsLock.
So I checked another user on this computer, and the swap escape and capslock works just fine there.
I had a secondary layout that was installed, I decided that since I wasn’t actually using it yet, I would remove it. That solved my issue, that is, escape and capslock swap is working via the gui.