Dell KB7120W External Bluetooth Keyboard - Caps lock and num lock buttons are not working

Today, I got my new Dell KB7120W keyboard - which should be compatible with Mac OSX. After connecting it to my MacbookPro running OSX Ver 11.1, I had te exact same problem already mentioned in the article under link https://discussions.apple.com/thread/252128676?answerId=254192707022#254192707022

I had to switch to the dongle USB connection mode with the keyboard, only that way the CapsLock key works. When connecting via bluetooth, CapsLock is not recognized by OSX.

Is there any solution in sights?