Capital Punishment
Cryptic Crossword 07/28/21
No-Feet McGee

Many of the clues require a certain transformation of one or more letters in the clue before the clue is solved. This transformation happens in opposite directions for across and down clues. The transformed letters, taken in clue order (but excluding any instances of capital Punishment), spell out the unclued across entry in the grid, which is a place with six capitals.