Generally, you want any modifications to be reversible for warranty purposes. Then remove the mods before sending it in. This is for several reasons: First, if you invest in a mod and ASUS needs to exchange your unit you don't lose that investment. Second, if you mod a product and something later goes wrong you don't want to have to argue whether your changes had any involvement.
So I would avoid irreversible modifications if you want to ensure your warranty can always be honored.
Regarding keycaps, to my knowledge ASUS does not offer replacement caps. So you would need to send the whole board in for RMA in order to get it replaced. BUT, I do not work for ASUS, so if you want an official answer you should phone technical support.
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