Say you want to use an additional layout on your keyboard in a terminal,
to support Hellenic (gr) along with your English (gb) layout, and also
want to be able to switch layouts with <Shift> + <CapsLock> and have
the [Scroll Lock] LED light up when the second layout is active
In your terminal or console session, run
setxkbmap -option grp:switch,grp:shift_caps_toggle,grp_led:scroll gb,gr