You wil be able to obtain the capsule for "Mecha Frieza" (Frieza's Space Ship) one of two ways. It will be either:
1. Located near Frieza's space ship
OR
2. Buy it from the shop
As for your second question...as far as I know, Ther is NOT a capsule enabling you to stay in a transformed state such as Gogeta, S.S.4 Gogeta, or Gotenks.
Death is but a door, Time is just a window,...I'll be Back!!!!!