"Cayenne pepeer or red chilli pepper is used for adding flavour and for medicinal purpose. It is also administered as herbal supplement. With reference to medicinal use it is used for treating gastrointestinal infections, pheumatic and arthritic pain, treating sore throat, as an effective anticoagulant. The capsacin, active component relieves pain and itching by modulating the sensory nerves. "

http://wiki.answers.com/Q/What_is_the_use_of_cayenne_pepper

"Cayenne and other red chili peppers have been shown to reduce blood cholesterol, triglyceride levels, and platelet aggregation, while increasing the body's ability to dissolve fibrin, a substance integral to the formation of blood clots. Cultures where hot peppers like cayenne are used liberally have a much lower rate of heart attack, stroke and pulmonary embolism. "

http://www.whfoods.com/genpage.php?tname=foodspice&dbid=140#foodspicename

Many other aticles just say that capiscum present in cayenne pepper increases the effect of anticoagulant drugs, but do not mention that capiscum is an anticoagulant on its own. I am still very skeptical about cayenne pepper being used to stop bleeding.
I read the articles at the links you gave. I am still quite skeptical. My personal experience with cayenne is quite limited, as I find it to be too irritating.