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:
https://askubuntu.com/questions/93910/language-changed-to-chinese-how-do-i-change-it-back
https://askubuntu.com/questions/101282/language-support-has-an-unwanted-chinese-language-option
https://askubuntu.com/questions/147805/nautilus-folders-turned-chinese
https://askubuntu.com/questions/175643/desktop-12-04-gnome-cairo-suddenly-in-chinese
https://askubuntu.com/questions/100684/unwanted-chinese-language-got-set-in-system-settings
https://askubuntu.com/questions/152668/i-cannot-set-my-system-back-to-english-from-chinese-language
https://askubuntu.com/questions/132347/gnome-classic-language-turned-into-chinese-how-do-i-change-it-back-to-english
https://askubuntu.com/questions/185592/strange-display-language-in-gnome-shell
I'm not sure they are related to this bug, but I just wanted to mention it, maybe it helps!