Caps lock delay

Hi. I have a MacBook Pro.

My caps lock button does not work properly. I have to press it approximately 21 times before it decides to light up and work, then it might work instantly each time I press, then it doesn't. It's sporadic and irritating. I'm a fast typer and I use the caps lock button for capitals at the beginning and mid sentence, not shift. This means I'm pressing it twice within a split second for the capital letter I need. This works on Windows but not Mac.

I can see online that there is some kind of built in delay that Apple thought was a good idea. In reality it's super annoying and slows me down. How to I remove this?