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The 4 extra caps filter the +12V input of the PWM, for clean and stable input. I originally used 4x2200uF for this at first, but when i replaced the 1500uF's with 3300uF i also used these 1200uF's instead of the 2200uF's as they were scavenged from an old mobo and i didn't trust them too much. Their importance is minimal, the board already had good enough filtering and the PSU offers very clean voltage, maybe with a worse PSU they would become more important.

I have not connected the blue and red dots together, those are small SMD multilayer ceramic capacitors for extra filtering of the very high-frequency ripple.

You can basically connect a capacitor with the (+) at and red dot and the (-) at any other blue dot, it doesn't matter too much; i have used the thicker red dots for the (+) of the caps, and then with short but thick wires i connected the (-) to the closest blue dot. I haven't used all the dots, i just marked them so you could choose your best option for arranging the caps. The red+black wires are there for precise Vcore measurement .

Pay attention how you solder and arrange the caps, because you will need to use a backplate for the phasechange unit.