But read the description for "Domination Victory" in the Civilopedia (it won't let me take a screenshot of it):
"If you are the last player in possession of your original own capital, you win. . . . However, this can be tricky. Suppose you're in a five-player game and you capture three of your opponents' original capitals, but the fifth player sneaks in and captures your capital while you are not paying attention--then he would win immediately. In other words, it doesn't matter who captures what: it's the last player holding on to his original capital who gets the victory."
The hypothetical seems to clearly exclude the requirement that you hold all the original capitals in order to achieve Domination Victory.