Do you have decent connectors between battery and ESC i.e. not Tamiya-style plug and socket? These can have high resistance and cause voltage drop at high load. Better would be Deans or 4mm plug-sockets (aka corally).
A receiver capacitor looks something like this:
http://www.horizonhobby.com/Products...ProdID=NOV5626 and plugs directly into the Rx.