I would like to set the Caps-lock key as a Compose key, which you do, as far as I remember, by pressing the Options Button in Keyboard Layout > Input Sources and then enabling the appropriate option there. That Button is not pressable though since I switched to 12.10. It did work in previous releases of Ubuntu.
gnome-control-center puts out these errors, when I click on Keyboard Layout:
(gnome-control-center:3645): common-cc-panel-WARNING **: Could not find current language 'Л\u0003C!\u007f' in the treeview
(gnome-control-center:3645): common-cc-panel-WARNING **: locale '"en_US.UTF-8"' isn't valid
I'm not sure if the errors are related though, maybe they are related to the "interface switching to chinese bug" which seems surprisingly widespread:
I'm not sure they are related to this bug, but I just wanted to mention it, maybe it helps!