The settings that allowed to change caps-lock to control seem to have gone in the latest Ubuntu. How can this behavior can be changed now?
You probably want to install the
sudo apt install gnome-tweak-tool
and start Tweaks.
Then: Keyboard & Mouse -> Additional Layout Options -> Caps Lock behavior
On Ubuntu 18.04 there's no way to save or exit from the
Additional Layout Options, I had to kill the process. gnome-tweak-tool is worthless, but
setxkbmap -option ctrl:nocaps worked perfect.