so with the capacitors installed, will the HIDs be lit, or will they be off?
They will work as normal.
Also, on a 2003, do I just remove the DRL fuse, or relay? and if so, will it throw a code?
On my '02, I removed the DRL fuse and the DRL module buzzed. I ended up putting a switch on the DRL module. You could also just un-plug the DRL module.