Currently Neos does not support capitalized merge templates, like what is shown here: [[ FIRST NAME | CASE.PARTIES.NAME.FIRSTNAME | PLAINTIFF ]]
The template must be lower case to work properly. Functionality is being requested that capitalizing template codes like the one above will in turn capitalize the text contained in the target merge fields.
You may also want to try adding a font code via Word. To do this, open the template in Word desktop app, select the merge field, and hit CTRL+D - this will bring up font options. Check "ALL CAPS" for example, to make that merge field all caps when the document is generated. You can use other font options as well via that same technique.
I found a trick that works sometimes, I place a space before and after the code then highlight ALL the spaces and code then click ALL CAPS and it seems to work.