This issue is usually caused by selecting text in multiple paragraphs (one of which should be in all caps), going to Format > Set Font, unchecking the All Caps box and pressing OK.
To remedy this:
- Go to Format > Elements > Scene Heading > Font tab > click Set Font > uncheck All Caps and click OK;
- Do the same for Character, Transition, Shot and any other elements in your particular template that use all caps;
- Click OK to go back to the script;
- Go back to Format > Elements and recheck the All Caps box for each of the elements you unchecked above.
When you click OK to return to the script, those paragraphs should now be in ALL CAPS again.