After reading you r post I'd like to get a clarification of the Issue? May I know which Lenovo Model do you have in your possession? Another thing i'd like to know is which windows version are you using?
Most newer lenovo models when hitting the caps lock on or off will display a small icon. on the bottom right of the screen and none like the ones you mention in your post which is displayed in the middle of the screen. These type of display are normally seen in the older machines.
The display option you mentioned are normally controlled by the "On Screen Display" Driver which can be found in the control panel.You might want to uninstall the "On screen Display".
Do let me know on how it goes and post your finding. I'll assist you further with the information provided.