The best thing is to try it and see what effect the capacitor has.
You only have 7mA to play with.
At 7mA the voltage across a white LED is 3.3v. At 3mA the voltage is 3v.
You can't be feeding the capacitor as well as the LEDs. You only have 7mA available.
Secondly, the voltage only has to drop from 33v to 30v and the LEDs do not illuminate.
This is only 10% of the curve and a capacitor will make almost no appreciable difference in this circuit.
You have not charged the capacitor to a higher value than required by the LEDs, so that it can deliver its energy for part of the cycle. To do this a resistor needs to be placed between the capacitor and the string of LEDs.