If I will cut traces that are coming from CAPS LOCK and connect the pins of PN key and CAPS LOCK with 2 wires, will I get what I wanted?
If you do it right, what you will get is
two PN keys and no caps lock.
If you want to
swap PN and Caps lock, that is still possible but it is more complex.
If you don't understand basic circuitry, you should probably avoid modifications of this nature.
The thing that scares me that there are many resistors on the plate and I do not know why they are there.
Those are probably diodes, not resistors. They are there to prevent ghosting and allow N-key rollover, by keeping the matrix from feeding back into itself.