Prueba con este codigo:
Private Sub Form4_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
Me.ToolStripStatusLabel3.Text = " caps Lock" 'Mayuscula
End Sub
Private Sub Timer1_Tick(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Timer1.Tick
Me.ToolStripStatusLabel1.Text = Today.ToLongDateString
Me.ToolStripStatusLabel2.Text = TimeOfDay
If Console.CapsLock Then
Me.ToolStripStatusLabel3.Font = New System.Drawing.Font("Segoe UI", 9.0!, System.Drawing.FontStyle.Bold)
Else
Me.ToolStripStatusLabel3.Font = New System.Drawing.Font("Segoe UI", 9.0!, System.Drawing.FontStyle.Regular)
End If
End Sub
Espero que te sirva