Is your generator a 3 phase alternator?
Your wiring setup is okay as far as the lines to the
heater elements, but I see absolutely no reason for the
capacitors in your heater project.
If you are trying to create a DC voltage to supply other
areas of your household power, then you need to put some
diodes in there before your capacitors.
IF you are going to do that, then you might as well move
your heater elements to the other side of the diode bridge
and wire them up in parallel with a switch before each
element...else you will experience cogging on your alternator
as only 1 or 2 phases of the three phase system will be excited.
If your system is not running something else, but is only
for your heater array, you will still have cogging with your
current design and your capacitors are doing your no good.