If I use a cap on a line, usually so I can make an arrow, it is always black despite the stroke color. Is this a bug or am I not understanding something?
From the Inkscape Wiki:
By default, markers are black. You can change their color to match the color of the stroke of the object they are applied to by enabling an effect: Extensions > Modify Path > Color Markers to Match Stroke.
You will have to apply this after you had drawn the line and defined the marker.
For a text based approach we may also edit the resulting .SVG file for a given marker to edit the path style as follows:
<marker ... <path ... style="fill-rule:evenodd;stroke:<color>;fill:<color>" ... /> .... </marker>
<color> with the desired marker color in 6 digit RGB hexadecimal notation (eg. #ff0000 for red).