I’m not sure if you’re asking about gelatin capsules in general (he is mattir), or fish oil capsules (at worst, he says “yitochen” that it changed for the worse).
Lovaza undergoes a process called esterification, so that might be a consideration, but more importantly, its purpose is to lower cholesterol, so if it is the most effective medication available, for a particular patient, it might be a situation of pikuach nefesh.
In short, it’s not a question for the CR, but for a posek mumcheh.