Well as TK said it is not hard to make feature to show yr caps/Num lock on the screen. There are free alternatives for sure. Not worth to pay for. Any RGB KB and mouse already have S/W which will change colors in spectrum. And if yellow can be gold – maybe nice but not worth the $$ to pay for .
However there was and still is old app called Bukva Zu, which would allow to write in translit. As a person spent most of my life overseas, i speak some other languages and never used any other KB but the QWERTY one. For me typing in another language using QWERTY is essential. Bukva Zu does it for Russian, and i still use it. It can be used for any other letters combo. The Bukva Zu project is long gone. V1.5 was the last one. The free old app is still there for free to download. KLI app does NOT let one to write in translit. IMO it does what other apps already do, hence KLI is useless. And considering responses here, doesnt worth your time or $. To the Russian developer… mate Russians are smart, develop something as good as the value of the whole Mother Russia. Cheers.