The thermal cutouts sound good, moreso if they can have an indicator wired across them to show their state.
Does the blowing happen with the motors disconnected? I am a bit dubious about the capacitor fail - a capacitor has to be a real big 'un before it will blow a fuse, and if it was a dud, it should only show on one side. Two together with the same problem is less likely. Should be less likely. If that ESC has a power smoothing capacitor fitted.
The excess current has to go somewhere, either through the motor, which implies something switched on at power-up, or, if not through the motor, the output stages must be switched in both forward and reverse at the same time, offering a short to the power. In an ESC with no BEC, there really isn't anywhere else for the main power to go.
Another silly question. Is the main, heavy, neg circuit good all the way to the ESCs? I have had weird sh stuff happen with the ground line connection entering ESCs not via the big thick wire, but via the RX lead. Usually results in a fried RX lead, but when protected by a fuse elsewhere - ? Presenting the input end of the ESC with strange and unlikely voltages can give odd effects.