Capillas literally translates to "chapels". It's a fascinating and clever piece of slang that you'll rarely hear elsewhere.
In the song, the artist uses capillas to refer to his flings or side girls. The metaphor suggests that while his main partner is the "cathedral", these other women are just small, temporary places of "worship". This unique wordplay reveals a lot about the artist's lifestyle and feelings, making it a very memorable term to learn.
This song is a wild ride through the mind of someone living a chaotic life. The singer kicks things off with a brutally honest line: "Otra vez otra en mi cama, qué puta ansiedad" (Again, another girl in my bed, what fucking anxiety). He's caught between his partner, who is calling his phone, and the lifestyle he claims comes with being an artist. He tries to justify his cheating by calling it "la vida de artista" (the artist's life) and telling his girl that the other women are just "pa' un rato nomás" (just for a little while).
Despite the parties and the "desvergue de güeras" (mess of blonde girls), the main feeling he expresses is anxiety that "no se va" (doesn't go away). He feels completely misunderstood by his partner, telling her "Tú no me entiendes ni me entenderás" (You don't understand me and you never will). The song paints a picture of a repeating cycle of fights and justifications, where he knows he's causing pain but feels trapped in his lifestyle.