In Sri Caitanya-caritamrta, we can find a description, where Sriman Mahaprabhu, after bathing in the sacred Bhargi Nadi, had visited a shrine of Lord Sivaji known as Kapatesvara.
In the book Sri Gaura Krishnodoya, published by H.D.G. Srila Bhaktisiddhanta Sarasvati Prabhupadaji Maharaja, this place has been described as “Kapatesvara Desam”. (The state of Kapatesvara).
A clear-cut narration about Lord Kapatesvara has been given in the Skandha Purana. We can also find a concise narration of the same given in the Valmiki Ramayana.
It is said that, during the age of Treta-yuga, when Lord Sri Ramacandra with His wife Sita Devi and younger brother Laksmana were traveling through the forest on Their way to Sri Purushottama Dham (Nilacala Dham), They came across a wonderful scene. In that scene, They saw a beautiful sacred pond where Lord Sivaji and Devi Parvathi were engaged in water sport activities.
When Lord Siva and Parvathi realized that their activities were being noticed by the Supreme Lord, out of shyness they transformed into the shape of two doves and hid themselves in the forest. Actually, nothing can be hidden from the eyes of the Supreme Lord. When Lord Siva and Devi Parvathi observed the arrival of Lord Rama, Laksmana and Mata Sita, from a distance, they became shy and hid themselves in the form of two doves (wild pigeons).
Therefore, in order to commemorate this wonderful pastime, the all-knowing Supreme Personality of Godhead Sri Ramacandra had purposefully established a lingam in the honour of Lord Sivaji and named it Lord Kapatesvara Mahadev (kapata in sanskrit meaning “a dove” or “a wild pigeon”) and carried out formal worship of the same. In this manner, Sivaji, who is the chief among devotees, was glorified by the Lord.
In Srimad-Bhagavatam (3rd Canto, Ch-14, text-35), Lord Sivaji is also addressed by Diti as:
sivaya nyasta dandaya dhruta dandaya manyave
meaning “installer and holder of the danda”. Lord Sivaji who is the chief among the Vaisnavas has himself taken shelter of the great danda.
Another interesting fact is that the Dandabhanga pastime had mysteriously taken place close to the ancient shrine of Lord Sivaji known as Kapatesvara. This occurred at the time when Sriman Mahaprabhu was visiting the shrine. But it was Mahaprabhu Himself who, in the form of Lord Ramacandra, had established this lingam, at least a million years ago. Hence, here lies the mystery. The verses of the Srimad-Bhagavatam carry many different meanings and this particular verse is indeed very mysterious.