Capsule robots are promising tools for minimally invasive diagnostics and therapy, with applications from gastrointestinal endoscopy to targeted drug delivery and biopsy sampling. Conventional magnetic capsule robots embed bulky permanent magnets at both ends, reducing the usable cavity by about 10-20 mm and limiting integration of functional modules. We propose a compact, 3D-printed soft capsule robot with a magnetic coating that replaces internal magnets, enabling locomotion via a thin, functional shell while preserving the entire interior cavity as a continuous volume for medical payloads. The compliant silicone-magnetic composite also improves swallowability, even with a slightly larger capsule size. Magnetostatic simulations and experiments confirm that programmed NSSN/SNNS pole distributions provide strong anisotropy and reliable torque generation, enabling stable bidirectional rolling, omnidirectional steering, climbing on 7.5 degree inclines, and traversal of 5 mm protrusions. Rolling motion is sustained when the magnetic field at the capsule reaches at least 0.3 mT, corresponding to an effective actuation depth of 30 mm in our setup. Future work will optimize material composition, coating thickness, and magnetic layouts to enhance force output and durability, while next-generation robotic-arm-based field generators with closed-loop feedback will address nonlinearities and expand maneuverability. Together, these advances aim to transition coating-based capsule robots toward reliable clinical deployment and broaden their applications in minimally invasive diagnostics and therapy.