Drizzle 2 tablespoons oil into a saucepan over medium-high heat. Add chicken and brown, about 2 minutes per side. Transfer chicken to a plate and add remaining oil to the saucepan. Add tomatoes, bell peppers, shallots, garlic, oregano, and thyme. Saute until bell peppers are slightly wilted, 3 to 5 minutes.

Pour stock and wine into the saucepan and bring to a boil while scraping the browned bits of food off the bottom with a wooden spoon. Season with salt and pepper. Return chicken to the pan and reduce heat to medium-low. Simmer until sauce is thickened and chicken juices run clear, 7 to 10 minutes. An instant-read thermometer inserted near the bone should read 165 degrees F (74 degrees C).

Garnish with capers when serving.