I want to set custom shortcut to change keyboard layout using setxkbmap. For example win_caps (Win+CapsLock). This option is not listed in /usr/share/X11/xkb/rules/base.lstHow can I achieve this? 
xkb: how toggle keyboard layout with win + capslock?
keyboard shortcuts;keyboard layout;xkb
You'll have to define a custom option e.g. win_caps_toggle.Add the following definition to your /usr/share/X11/xkb/symbols/group:// toggle using win + capslock as combopartial modifier_keysxkb_symbols win_caps_toggle {    key <CAPS> {        type[Group1]=PC_SUPER_LEVEL2,        symbols[Group1] = [ Caps_Lock, ISO_Next_Group ]    };};and the following description to your usr/share/X11/xkb/rules/evdev.lst: grp:win_caps_toggle Win+Caps Lockanywhere under the grp section (e.g. under grp:caps_toggle).You can then runsetxkbmap -option grp:win_caps_toggleto set Win+CapsLock as the shortcut that changes the keyboard layout.Note: this solution doesn't work with gnome 3. I think in order to make it work some stuff has to be disabled in gnome; I've tried disabling gnome-settings-daemon keyboard plugin and mutter overview key but no go. Works fine with other DE's though.