Diode test would do nothing. A capacitor is an open no matter how you test it. You will never get continuity since there is no continuity.

Small caps inside the electronics for filtering are good. They also make up part of band-pass filters. Using them to supplement power is a waste. Sorta like putting a bandaid on a broken leg. If you alternator can't keep up, you should put the money towards a higher output alternator.