I finally get a AX3 from a remote site to connect via CAPs. However, the remote site AX3 got IP address from the DHCP server at the remote site but not from the new CAPsMan. I am not sure it is correct, some say local forward in the legacy CAPsMan does not work
No, capsman forwarding with new capsman is not possible. Period. You'll have to consider other mechanisms (e.g. VLAN) to achieve same goals as you get with capsman forwarding. Or reconsider your goals.