Because CapsLock has the keycode 66 on my English_US keyboard layout, the command
xmodmap -e "clear Lock" -e "keycode 66 shift = Delete BackSpace"
turns CapsLock into the Delete key and Shift+CapsLock into BackSpace.
If I want to swap the mappings of CapsLock and Shift+CapsLock by
xmodmap -e "clear Lock" -e "keycode 66 shift = BackSpace Delete"
then Shift+CapsLock does not delete the character under the cursor but gives an error bell. Albeit xev shows that the correct keysymbol Delete is passed to X. Why?