A page over at the Linux Mint forums implies that you need to quit Caja right before you edit the accels file, then you have to quit it again after you've made the edits:
https://forums.linuxmint.com/viewtopic.php?p=1817169&sid=6ba64af2b69c03c6475d1b3e2f6e3d5e#p1817169
If that somehow doesn't work, I'd hate to suggest this willy-nilly, but you can edit the accels file, save it, and then immediately kill Caja so that it doesn't have a chance to overwrite your accels file, if you find that the above doesn't work:
pkill -KILL caja
However, I've never found that I've needed to kill Caja like this after editing accelerators.