I followed the instruction here by defining my own xkbsymbols (Use setxkbmap to swap the Left Shift and Left Control)
partial modifier_keys
xkb_symbols "replace_Menu_Capslock" {
replace key <COMP> { [ Caps_Lock ] };
replace key <CAPS> { [ Control_L ] };
};
The menu key now becomes Caps_Lock, but I can't get the Caps_Lock as Left Control work. Please help.