The .01 capacitors go across the lighting outputs. The reason they're required is there was a mistake in the CC-Lite layout and the capacitors that should be across those outputs ended up across, (I believe), the coupler outputs. The caps are to force the triacs to trigger, they provide a load on the triac so it will function.
I have no idea about the diode, it doesn't come with the CC-Lite, and has no normal function. Are you referring to reverse voltage protection for the LED's by any chance? If so, put it in series with the LED, the cathode of the diode should face the lighting output, the anode should face the frame ground.
Actual chassis ground and the ground on the CC-Lite are the same thing. However, you shouldn't run high currents (like smoke units) through the CC-Lite ground connections, return those directly to chassis ground.