Comment # 1 on bug 1222676 from Tseng

Could you manually install those .cap files ? For example:
$fwupdmgr get-updates
$fwupdmgr install fwupd-279599d4-78c7-4c99-84ea-4a7c8d2b10e1.cap
$reboot

>Asking naively: is /boot/efi/EFI/opensuse/fw the right directory for
>these updates to be put in? It looks is if they are not "found", yet
>"something" removes them upon startup?

In my environment with fwupd-1.8.6:
step-1) fwupdmgr refresh
Successfully downloaded new metadata: 2 local devices supported.
$ls /var/lib/fwupd/metadata/lvfs
metadata.xml.xz
metadata.xml.xz.jcat

step-2) fwupdmgr update
download .cap files now ...
Before reboot, let's check cap files in fw directory:
$ls /boot/efi/EFI/opensuse/fw
xxxxxx.cap
xxx.cap
Also let's check devices to be updated:
$fwupdmgr get-updates
No updates available 
............
Devices with the latest available firmware updates:
. System Firmware
. xxxxxxxxx
$sudo reboot
Updating your firmware
Do not power down you system.

step-3) Double check final result after system reboot, 
$fwupdmgr get-updates
Devices that have been updated successfully
/boot/efi/EFI/opensuse$ ls fw
xxxxx.cap  still there.