The wad goes between powder and ball.
Wads or filler dont really matter, in the days these were used in anger they didnt use anything just powder and ball, with grease over the ball to make it a bit more waterproof bearing in mind it could stay holstered for ages. Never use a flask, most clubs ban their use for good reason. My personal choice is cous-cous filler because it has more "give" than finer alternatves.
With regard to balls I cast my own but have now taken to weighing every one to be sure of a matching set, its surprising the variation in weight.
Powder is measured volumetricaly but I then weigh my phials to select matching weights. Had 3 bulls in a 1" group at 25m and the other 3 within a 3" group last week so for me its paying off.
As for putting caps on I dont use much pressure, mostly they dont go off on first strike but the hammer seats them ready for next hit. I prefer it this way, its safer for them to be pushed on with some force by the hammer whilst the gun is in the aimed position than risk using too much force while on the bench. Not good in competition but I dont enter any so ok for me.
“If a cricketer, for instance, suddenly decided to go into a school and batter a lot of people to death with a cricket bat, which he could do very easily, I mean, are you going to ban cricket bats?” :- Prince Philip said after Dunblane