No I have not been able to achieve what you are asking. Using the Business Functions covered my needs to show on a diagram a capability linked with risk, applications, processes, and a few more things, but I cannot display objectives or requirements.
If my memory is good, it is possible to achieve more using the capability object when purchasing another Mega Module that would enable multiple links, indicators etc. but I have not digged into it as we are OK for now with was we have.
Which MEGA solutions do you use to model your capabilities?
The Business Architecture V2 solution enables you to model business capabilities, define dependencies between them and link your business capability maps to operating models, physical solutions, objectives.....
You can watch the following video for a more information :
Hope that helps,