Oops, I can't write English or German! You're right, It should be:

<Hotkey CapsLockOff NumLockOff ScrollLockOff A>
<Hotkey CapsLockOff NumLockOff ScrollLockOn A>
<Hotkey CapsLockOff NumLockOn ScrollLockOff A>
<Hotkey CapsLockOff NumLockOn ScrollLockOn A>
<Hotkey CapsLockOn NumLockOff ScrollLockOff A>
<Hotkey CapsLockOn NumLockOff ScrollLockOn A>
<Hotkey CapsLockOn NumLockOn ScrollLockOff A>
<Hotkey CapsLockOn NumLockOn ScrollLockOn A>

So is it also Possible to do it like:
(Capslock on) Shift/ctrl/alt +A
(Capslock off)Shift/ctrl/alt + A
Yes, you can write that and they are different. You can also make any key a modifier and use it like shift. For example, you can make Q a modifier and write this:

<UseKeyAsModifier Q>
<Hotkey Q A>

You can also use the left and right version of a particular modifier in the same trigger:

<Hotkey LShift RShift A>

If you want, you can combine all these different things together. For example:

<Hotkey CapsLockOn LShift LCtrl Q A>

That would a huge amount of keys.
Yes, with custom modifiers you can define millions of keys.
Your English is no problem!