1. The mamba max is already equipped with 3 capacitors, dont ask me what capacity they are though, so no you dont need to add caps.
2. If your going to be running an FDR of 6ish, i would strongly suggest in using fans for both esc & motor. I have also seen a fellow rctech member with the 'hole mod', where many little holes are drilled through the plastic base of the esc to allow the actual board to breath alot better / dissipate heat, im yet to try it myself because i do have a few heating issues...