Try Settings > Options > Tax Return > second one down is "Text Style". Select Upper case using the drop down arrow.
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This actually started happening to us in 2019. It will work fine, then after the first return you E-File, everything changes to lower case if that is how it was input even though options are set to upper case.
I was hoping this bug would be fixed in the 2020 software, but it is still converting to lower case after e-file. The only way I have been able to fix this issue is to exit Lacerte and re-enter the software. At least until the next time you E-File.