Karabiner (not Karabiner-Elements)

private.xml

<?xml version="1.0"?>
<root>
  <item>
    <name>Change Plus-minus key</name>
    <appendix>Plusminus to underscore</appendix>
    <identifier>private.plusminus_to_underscore_r</identifier>

    <autogen>
      __KeyToKey__
      KeyCode::UK_SECTION, ModifierFlag::SHIFT_R,
      KeyCode::MINUS,      ModifierFlag::SHIFT_L
    </autogen>
  </item>

  <item>
    <name>Change Plus-minus key</name>
    <appendix>Plusminus to underscore</appendix>
    <identifier>private.plusminus_to_underscore_l</identifier>

    <autogen>
      __KeyToKey__
      KeyCode::UK_SECTION, ModifierFlag::SHIFT_L,
      KeyCode::MINUS,      ModifierFlag::SHIFT_L
    </autogen>
  </item>

  <item>
    <name>Change Section key</name>
    <appendix>Section to Hash</appendix>
    <identifier>private.section_to_hash</identifier>

    <autogen>
      __KeyToKey__
      KeyCode::UK_SECTION,
      KeyCode::KEY_3, ModifierFlag::OPTION_L
    </autogen>
  </item>

   <item>
    <name>Shift_L and CapsLock</name>
    <identifier>private.change_shift_l</identifier>
     
    <appendix>Minus while Caps Lock on to underscore</appendix>
    <autogen>
      __KeyToKey__
      KeyCode::MINUS, ModifierFlag::CAPSLOCK,
      KeyCode::MINUS, ModifierFlag::SHIFT_L
    </autogen>

    <appendix>Shift_L on its own to turn off caps lock</appendix>
    <appendix>Shift_L+key works as normal</appendix>
    <autogen>
      __KeyOverlaidModifier__
      KeyCode::SHIFT_L, ModifierFlag::CAPSLOCK,
      KeyCode::SHIFT_L, ModifierFlag::CAPSLOCK,
      KeyCode::CAPSLOCK
    </autogen>

    <appendix>Double-tap Shift_L to turn on CapsLock</appendix>
    <autogen>
      __DoublePressModifier__
      KeyCode::SHIFT_L,
      KeyCode::SHIFT_L,
      KeyCode::CAPSLOCK
    </autogen>
  </item>

  <item>
    <name>Shift_R and CapsLock</name>
    <identifier>private.change_shift_r</identifier>

    <appendix>Shift_R on its own to turn off caps lock</appendix>
    <appendix>Shift_R+key works as normal</appendix>
    <autogen>
      __KeyOverlaidModifier__
      KeyCode::SHIFT_R, ModifierFlag::CAPSLOCK,
      KeyCode::SHIFT_R, ModifierFlag::CAPSLOCK,
      KeyCode::CAPSLOCK
    </autogen>

    <appendix>Double-tap Shift_R to turn on CapsLock</appendix>
    <autogen>
      __DoublePressModifier__
      KeyCode::SHIFT_R,
      KeyCode::SHIFT_R,
      KeyCode::CAPSLOCK
    </autogen>
  </item>
</root>