I assume that by "commandments" you mean the Bible in general and the Ten Commandments in particular. If you want to interpret them to mean that killing in the case of capital punishment is wrong, I respect that. I realize that most of the Bible can be interpreted in several ways and the doctrine one follows depends on how one weights various verses and their interpretations. However, I'd like to mention two points that are related to what you said.
The first is that many scholars say that the proper translation of the Sixth Commandment should be "thou shalt not commit murder" rather than "thou shalt not kill." I'm sure that you've heard this statement many times, and if you still think the "not kill" interpretation is more valid, I respect that.
The killing by proxy objection seems unusual. If capital punishment is an individual's killing by proxy and therefore not perfectly in line with the "shall not kill" commandment, why does God command that certain crimes be punishable by death in the rest of the Mosaic law? While my own sense of justice agrees with the idea of the government punishing wrongdoing, the New Testament states that the government is acting on behalf of God in punishing certain crimes. I believe it is Ephesians or maybe Romans where Paul writes of the government being ordained by God for the punishment of evildoers and that the government doesn't wield the sword in vain. I realize that many governments have exercised this power wrongly, but I interpret these verses to mean that governments are fulfilling the will of God when they inflict just punishment on criminals. It's all interpretation, and I respect your right to interpret differently. However, I wondered whether you'd ever considered these verses in that way.
In the books of the prophets, God says that He is punishing Israel and Judah because the blood of the innocent cries from the ground for vengeance that these governments should have given them. God says that He cannot bless Israel or Judah because of these cries. I can respect the idea that there are other ways to bring just vengeance, but I see execution of a murderer as a way to keep the blood of the innocent in the United States from calling to God for vengeance. In that sense, I don't see capital punishment as just a government proxy for my killing but instead as a government fulfilling its obligation to God.
WFTR
Bill