I don't think that Windows Caps Lock recognizes Ctrl+, Shift+, or Alt+ commands by default, so you may be out of luck this time.

See here to see if by chance first turning on Windows StickyKeys, an accessibility feature, is of assistance to you, and good luck!

https://www.howtogeek.com/210785/how-do-you-make-the-shift-ctrl-and-alt-keys-toggle-like-caps-lock/

There are several imaginable Vegas hotkey commands that do not work because of techical limitations; that is probably unlikely to change.