Use the capacitors on the motor. Whoever told you that they are in the ESC must have gone to Matchbook U. for the Electrically Challenged. The caps have to be present at the source of the RF noise..........i.e. - the brushed motor (between each terminal + & - and the metal motor case).. It's a filter/noise trap ckt. designed to keep the arcing that goes on in a brushed motor from interfering with your rcvr. One other simple but overly expensive solution is to get a BL motor (Hacker, etc.) and forget the capacitors and changing brushes forever (He, He...... $$$$$$$$$).
Happy Holidays - Boyd