As my sibling commenter said, use Karabiner Elements if you are on macos. Though it's not an out-of-the-box thing.

Add this config to ~/.config/karabiner/assets/complex_modifications/custom-capslock.json

    {
      "title": "Change caps_lock to Esc and Control",
      "rules": [
        {
          "description": "Post Esc if Caps is tapped, Control if held.",
          "manipulators": [
            {
              "type": "basic",
              "from": {
                "key_code": "left_control",
                "modifiers": {
                  "optional": [
                    "any"
                  ]
                }
              },
              "to": [
                {
                  "key_code": "left_control",
                  "lazy": true
                }
              ],
              "to_if_alone": [
                {
                  "key_code": "escape"
                }
              ]
            }
          ]
        }
      ]
    }

and then in the GUI enable it in the Complex Modifications tab. Last you need to map "capslock" to "left_control" in the Simple Modifications tab.

as said here: https://superuser.com/questions/1716264/xmodmap-holding-a-ke... using this https://github.com/alols/xcape :

  $ setxkbmap -option caps:ctrl_modifier
  $ xcape  -e 'Caps_Lock=Escape'

if that need be run multiple times (i.e. in bashrc), add a guard:

  pgrep xcape >/dev/null || (
   setxkbmap -option caps:ctrl_modifier
   xcape  -e 'Caps_Lock=Escape'
  )

I use this executable for Windows: https://github.com/ililim/dual-key-remap

Karabiner-Elements will do this for you on Mac.

I consider it indispensable.