Can you buy Steam keys from GMG?

Yes you can, just look if it says : Third Party DRM: Steam

Capsule is a steam clone, never used it to be honest. I just buy Steam keys from there.

Yes you can buy steam keys. In the information included with each individual game, there will be a section deeming it either steamworks, or DRM free etc. Look out for steamworks if you want to activate the keys with steam.

Never used Capsule, but as far as i'm aware, it does pretty much the same thing.

I've found that most of the games with steam keys say "cannot be traded in"

Yes