Answers in alphabetical order by groups (Continents) and sub-groups (Position, Capital but not Country)
Parentheses means that the capital have more than one word. e.g., for the letter P, La Paz = Middle (Start), because one word starts with P, but the letter is in the middle; Slash means that have two (or more) K's, e.g., for the letter A, Astana = Start / Middle / End