I don't think you can manually change your capital. If you lose your capital, it will automatically be relocated for you to a nearby province, but you do not get to pick the province. When you recapture the province, your capital moves back, also without any input from the player. This actually resulted in an odd situation in my most recent Oda Legendary game. I intentionally abandoned Owari on Turn 2 and based my faction out of Mikawa. Once Owari was taken, the game moved my capital to Mikawa. I did not recapture Owari for about 25 in-game years, by which time Mikawa was heavily upgraded. Despite the fact that Mikawa had been my capital for 25 years and was huge, and I had only held Owari for a couple turns during the entire game (and even burned down a building before I left), the people were still extremely happy that I had retaken it and my capital moved back there without any unrest. Not exactly realistic, but it seems to be the way the game works.