Um.... you can use a marker on the led, it'll still shine through it, but with less brightness.
the capslock key, mm...... it's not stabilized which is why you're noticing the grinding, usually it's not "that bad"..
but if you used it more often it will smooth out a bit..
You could also get smoother keycaps.. the thick pbt ones are quite smooth.. for whatever reason, the Thin pbt ones the kbc ones are friction-ee..
The abs caps should generally be smooth, but can shave and sand down the stem a bit if the problem persists.