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.