Regarding all-caps, that's what the beloved caps-lock is for!  If you have turned caps-lock into a backspace - you might want to try sticky keys, it really does take some pressure off of those simultaneous key presses.  It will free your wrist up a little as well.  It could help in the short-term at least.

Sean Wrona (fast typist) explained on this forum that he uses caps-lock for all his capitalisation of letters, to avoid mistakes and free his hands up a little.

I found when learning to touch type that minor deviations in the wrist angle can cause pain.  Try and keep the wrists straight - knuckles level with wrists.

This user has quite a nasty angle going on with their left wrist:
https://www.youtube.com/watch?v=-nYp94TX5b0

It shows quite clearly what results from the keyboard's left sided crappy stagger.  The backspace on caps-lock with Colemak might exacerbate the problem.  As you say  your home row diligence under your new layout is probably not helping, which will dissipate in time.  Perhaps try homing the pinkies as opposed to the index fingers (you might need to add bumps.)

Sometimes when I straighten up the left wrist, I end up sticking my arm out a little, which in turn causes an asymmetry in my upper body.  Probably not good either.  Having said that Dvorak is really easy on the left hand. I don't know how I'd cope with another layout.  I'd probably go for Dreymar's wide mod (might be worth looking into if you get desperate.)

Also check your keyboard height.

I use Caps-lock as CTRL, I've been doing that for a while, and I tried to replace that with backspace, but that was very confusing. I have been never able to properly use caps-lock. I keep hitting caps for each individual letter...

Mmmm, when I set the fingers, I am really setting all the four fingers on each hand over the keys, to get the reference about where I am...

My discomfort is not on the wrist, though. It is more on the forearm and the pinkie and, specially, on the ring finger. I've tried to change my wrist position, but it doesn't seem to help. As I told before, it is not disappearing when I rest, which is the thing that bothers me more.... :-/

Yes, it's quite normal to get tired after some of these exercises. You'll get some endurance with time and you won't feel tired. At the moment your hands and fingers are adjusting to the changes. All you can do is take regular breaks and stop for a while when pain occurs.

Weirdly the faster and more fluent you become - as you probably are under Qwerty - your fingers mail feel less strained.  When you first start out you're being more thoughtful and slow about typing, which is probably an added stress.

Good point from Tony about the finger placement under Qwerty.  I'd have thought the right hand also would linger more over the vowels than the home row - fingers in more of an arc than a straight line.  Which is probably more comfortable to some degree.

A food of thought:

I built a desk so that the body position is almost identical to play a piano. The keyboard is right below the horizontal line of elbows. The angle between hand and forearm is almost zero degree.

It took a week to get used this floating elbow position.  I think it releases subtle tension from hand, fingers, and wrist when elbow sit on flat surface while typing.

@pinkyache

The keyboard sits on the desk actually 2cm or 3cm below the elbow height. From elbows to the fingers are in the air all the time when I type. I use a flat mechanical keyboard.

If you have a power saw and basic wood working tools, you can build a custom desk less than $50.00. I'll build another desk soon for my workshop.

@pinkyache

The height of desk is 56cm. (My knee height on seat position is 53cm.) I used old desk's top plate, and made four legs out of 2x4 outdoor wood. As you see in the photo, front left leg is bent inward.
four legs, two side bar, four L braket, wood screws (3cm x12), wood screws (5cm to 8cm x20).

I forgot to install the adjustable foot for the legs which is handy for leveling desk.