Actually, it is documented in xkeyboard-config(7). The following should work:

setxkbmap -options shift:both_capslock

The Colemak layout can be obtained with:

setxkbmap -layout 'us(colemak)'

I would put the above into /etc/default/keyboard (if on a Debian like system) as

XKBLAYOUT="us" XKBVARIANT="colemak" XKBOPTIONS="shift:both_capslock"

(untested but that is what I gather from the man file).

Cheers Michael.

Perfect - now it takes effect before GDM starts. No more switching layouts to enter my login password after a reboot. Thanks Michael.