HI, I imagine the small-caps problem has been solved by now, but just in case: a fail-safe way to create small caps is to type in as ALL CAPS and apply a character style that reduces by your chosen percentage to simulate small caps. Not the most elegant solution, but it works.
If you want to adjust post-export, crack open the EPUB and adjust the CSS.
That’s why it’s essential to apply the character style consistently, so the single CSS adjustment will cover all instances. You don’t want to be messing with the id-generated-override-style-whateverthenameis-whatsfordinner class that InDesign will generate if you don’t use stylesheets.
Read this for extra style sheet encouragement and instruction: https://epubsecrets.com/prepping-an-indesign-file-for-epub.php
As for using Kindle Previewer 3, I’ve heard reports (from Laura Brady) that it may introduce errors that show up only after upload to Amazon; so it’s preferable to stick with KP 2.94. That said, it’s nice to open a book in KP3 to preview the enhanced typesetting.
It is possible to create an .azk from within KP3. After you wait a day or two to open an EPUB or MOBI in KP3 (it is really, really slow), go to File / Export, and choose Books (.azk) from the pull-down menu next to File Format. That will take another day or two. A box will open with a link that takes you to your .azk file.
To sideload the .azk onto your iPad or iPhone, I wrote up the procedure in epubsecrets a while back: https://epubsecrets.com/how-to-sideload-a-kindle-file-to-ios-ipad-iphone-ipod-touch.php