What does it mean when a capacitor and it's connectors are marked with a red marker?
Most likely Quality Assurance inspection.
For what purpose is anyone's guess (comments above are good guesses)....
Here are some other ideas:


Such a large part as this could cause problems at or before the
wave-soldering stage....an inspection to see that it is well-seated
against the PCB after soldering.
A three-legged part with fat leads may miss a hole.
An inspection to see that all three made it through their respective
holes and bend over to make an acceptable mechanical seat.
An inspection to ensure that a polarized capacitor was inserted the
right way, to save injury to the QA-person down the line who
powers-it-up the first time.