Thanks for your reply @ilikelinux.
However, I believe your recommendation will not work. Although gnome-tweaks provide some degree of customization, it does not provide the ability to define my own behavior for the key. Which I want to do in this case.
For my use case I was following the steps described in Custom keyboard layout in GNOME (Wayland) - #7 by amko89
Now, I have indentified a way to have my setup working. Which is bizarre but it seems to work.
If instead of
gsettings set org.gnome.desktop.input-sources sources "[('xkb','test4')]"
I do the following:
gsettings set org.gnome.desktop.input-sources sources "[('xkb','test4'),('xkb','eu')]"
<CAPS> will switch to ru layout.
<SHIFT>+<CAPS> will switch to eu layout. But in this case all level3 symbols are available.
Still I think is very crazy behavior and I still believe there is a better way to do this.
Any help, as always, much appreciated.