I almost never use caps lock so I just mapped caps to esc and hold shift for all caps. The no escape thing doesn’t bother me anymore.

Yep - I have mine set to be control if pressed with other keys, and escape if pressed alone. Works for everything except if I'm playing a videogame that uses ctrl to crouch.

Other people argue that all real vimmers use ctrl-[ instead of escape.

Edit: This is on a 2015 macbook pro, that still has the physical function keys. I almost never use the physical escape key, just capslock instead.

Is there a guide on this?

Install Karabiner-Elements. Go to the "complex modifications" tab. Add "Change caps_lock to control if pressed with other keys, to escape if pressed alone".

Thanks mate.