We use two types of fills: Vegetable oil and PEG400
One thing we noticed was that all the oil based capsules are a lot more robust than the PEG400 based capsules. We are trying to achieve the same kind of effect with our PEG based fill (i.e. make them more robust)
Any advice would be highly appreciated!

I think you need to find a site with very specific emphasis on this subject. I would start with various manufacturers of capsules.

I have some gelcaps filled with cannabis oils. I have cut the caps with scissors to drip oil on cookies. The clear, yellowish caps are quite soft at first, but after a week or two empty, they are somewhat brittle, but not enough to shatter into little pieces. I have no idea what they are made of. They do absorb some of the THC, so I save them and ingest them empty. This is in CT, USA.

What do you use as a coating agent or dilutant? Obviously you can't use your chemicals full strength.