They do not. It was suggested that ones with flavour containing diacetyl could cause popcorn lung. However, cigarettes contain a lot more diacetyl, and popcorn lung is not one of the many health risks of smoking. There is some anecdotal connection between diacetyl and popcorn lung, but far from a scientific consensus.

Get yourself a stepped caps lock keycap, something like this:

https://cdn.shopify.com/s/files/1/0218/4886/products/SteppedCaps_grande.jpg

It was way more work than I anticipated. Getting the measurements correct for the standoffs, daughterboard, switches etc took a lot of work and test prints to get right. OTOH I got a working prototype ready pretty fast (1-2 days) which basically just had the standoffs and the daughterboard exposed.

You might also consider doing something like this guy did: https://lemmy.world/post/2817315

Link to the model: https://www.printables.com/model/652195-3d-printable-case-for-the-keychron-k8-pro-keyboard