Where do you collect caps from your settlements? Or do they auto deposit? Modified 10mm is my shit.
At your work bench.
Walk up to it and press Square for Transfer. You should have categories Junk, Weapons, Aid, Apparel, Misc. Any caps generated by your settlement will be put under Junk or Misc, can't remember which. All surplus of food and water automatically goes into your work bench too, under Aid.
As for your settlements depositing caps, I'm not sure if you need to build one of those scrapper work benches or not, and have a person assigned to it. But honestly getting caps from my settlement has always been minimal, maybe 150 caps here and there. I mostly make caps by selling bottled water which you'll get deposited to your work bench if you have a water purifier or two (I posted steps a couple pages ago).
I have three of the big water purifiers at Sanctuary Hills so I'm getting 25 bottles of water at least every game day, so usually after I do a long mission I go back and there will be 50+ which I then sell to that Clara merchant who is always at Sanctuary Hills and in the rare times she's not I'll sell to the stores that I built at Sanctuary Hills (although they normally only have a few hundred caps total).
Another trick is if you and your companion are fully loaded in inventory when your out doing a mission or whatever and can't carry any more junk, command your companion to pick something up and they will, even though their inventory is fully loaded. You can then have them end up carrying like 500 pounds of shit. Then go back to your home base, unload everything into your work bench (except for shit you actually want to keep, I have a safe in home I keep all my personal guns and armor), then either sell all the extra guns and armor and keep the junk there in the work bench for the materials during crafting.