Stepped Cap Lock :
http://techkeys.us/products/center-stem-stepped-capslock (http://techkeys.us/products/center-stem-stepped-capslock)Show Image(http://cdn.shopify.com/s/files/1/0218/4886/products/SteppedCaps_1024x1024.jpg?v=1362729145)
so something like this
http://geekhack.org/index.php?topic=58507.msg1354302#msg1354302
but with led's?
You may like to check the Sprit DIY set that includes a 60% PCB with splitted right shift and it is programmable. You can install LEDS as well. The 2nd round GB is open now. I am not sure what do you mean by stepped caps.