I need to know how to CAPITALIZE my direct ancestors so they will show in the PEOPLE list CAPITALIZED. Thank you.
Should never do. You can do it by just entering all their names in upper case but reports will look weird. There is no way to capitalize en masse. And there won't be. Sorry.
Suggest you make yourself the current person and choose Tag menu > Tag Ancestors of This Person > Thru Generation and enter say 999. Then you can save this tagging by choosing More Tag menu > Cache Tagged People. Then if you do some other tagging you can retrieve the ancestor tagging at any time by choosing More Tag menu> Tag Cached People. Of course tagging does not show up in reports, but the tagged people do show up when you click the Find Tagged button.
Also, remember that ancestors are displayed using the Pedigree button, and there you can navigate to any one of them and press Return to make that one the current person.