I have the Airport Time Capsule (3TB) connected to a 3TB HDD via the Airport Time Capsule's USB2 port.
How can I set them up with RAID 1?
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The time Capsule would need to be jailbroken and modified to get RAID drivers into that software stack. It would probably be easier to physically remove the drives and build a new enclosure that can support RAID with the drives and then either connect that to the network or somehow connect the controller to the hopefully still functioning Time Capsule via USB.
Basically, including time capsule in a raid is a "no" answer, you can't reasonably do RAID 1 mirroring or any standard RAID level.