Dude, no they don't. Not every CAPF constable, that would be impossible. There are several hundreds of thousands of them. The CRPF, BSF, ITBP are all classified as CAPFs. Only the ones that are deployed to the forests to hunt the naxals get that training. Most of the CRPF does not, because anti-naxal operations is only a small part of their mandate. Mainly the CRPF is supposed to do riot control and security for elections and so on. Also, just because some of their personnel get military style training does not make them a paramilitary force. They are still police forces that go to a particular place when requested by the local police forces, to beef up their numbers.
The flaw with that approach is that the naxals choose the time and place of their attack, and when they attack, the location won't be defended by COBRAs or other trained forces. I doubt that the security forces guarding these people had any sort of military training.
Also, note that most of the anti naxal ops are still done by state police forces, and regular CRPF units. The COBRAS are more of a commando group. We have been tackling this menace with ad hoc forces for a long time. Each time a massacre occurs, we raise a new force in that area. Greyhounds in Andhra, Jaguars in Jharkand, COBRAs for CRPF, Assam rifles, and so on. What we need now is a dedicated force with its own intel wing, and operating without regard for state boundaries to finish the naxalites once and for all. After that, the force can be a true paramilitary force, a sort of light infantry unit dedicated to internal security during peace time, and coming under the command of the army during wartime.
The CRPF should go back to its original mandate of being a reserve police force. Making them do military work will make them ineffective at both. Military operations and policing work are different things, requiring different sorts of people with differing mentality, differing skills. Using the military for policing or vice versa is a recipe for disaster.