Go to System Settings -> Keyboard
$ io.elementary.switchboard keyboard
Press the + (plus) button to add a new one
Select French (Canada)
Select English (Canada) variant
I wrote a report on this, it needs a redesign
Shift+ Caps Lock shortcut does work well if you set it to switch your keyboard layouts, I checked on that. However, to be able to actually type with Korean characters instead of Latin ones, in addition to Korean keyboard layout you have to install additional input method (Korean Hangul). On how to do that in Ubuntu-based OS, please refer to this page.
Great to see a fellow Thai in here.
Now as for the font, I assume you want to change it to Thai serif font.
Elementary OS come with both san-serif and serif Thai fonts. All you need to do is change the default font from san-serif to serif. And you can do that by copying these font files: