To cap the ends, the simple route is to attach a mesh to the ends. The option to cap them is an oversight on my end, didn’t think of that 
. I have it on my todo list, thank you.
To use a different mesh, you can have the rope drive a spline which is used by a spline mesh. There is also the VDSkinnedRope, but this is an older component and is a bit involved to use. But it does allow the use of any skinned mesh as long as it is rigged in a very specific way. Let me know if you’d like to try this route and I can go into the details.