How to force AutoCAD to write all texts in uppercase only (CAPS)?
The easiest way is to press the Caps Lock key (and disable the option "AutoCAPS" in the MText editor context menu).
Another option is to enable the AllCAPS mode - right-click in the MText editor and select the option "AllCAPS" in the context menu. Or use this option in the ribbon:

These options apply not only for paragraph texts but also for plain DTexts.
You can also subsequently convert existing texts (both DText and MText) to uppercase. Use the Express Tool TCASE. In the extended version of TCase by CAD Studio (see Download) you can use the option "Small Caps" to convert MTexts to small-caps (uppercase characters bigger) - see:

You can also convert text selected in the MText editor to uppercase by pressing Ctrl+Shift+U.
The uppercase mode is controlled by the system variable TEXTALLCAPS.
The simplest option for automatic uppercase or small-caps texts is setiing a TrueType font (TTF) consisting of uppercase letters, small-caps. Any text written in this text style will displayed and printed in uppercase. You can find many of such fonts e.g. on the fonts.google.com project - small caps fonts supporting european accented characters are e.g. Cormorant, Cinsel, Playfair, Alegreya, Marcellus, Six Caps, Monoton. You can download your selected font as a .ttf file and install it into Windows. See the Google website and an example of using its font Alegreya SC for a text in AutoCAD:

