“SHEM” is capitalised because it’s the Hebrew for “name,” meaning the name of God, YHVH, which Jews avoid using in any context in which it will not be used with the utmost reverence.
But why don’t you capitalise the vav in YHVH?
Yod Hey (Yah) in Hebrew is the Name of Elohim. Yah became man ( becoming the Pesach Lamb and shed His blood) for our salvation.
YHvH
shalom b'SHEM Yah'shua HaMashiach Adonai
vav represents man in Hebrew;
Vav is the number six in Hebrew.
The letter "Hey" is the breath of Elohim. (Genesis 17:5)
Man was created on the sixth day.
Man works for six days
There are six millennia before the coming of the Messiah.
The beast is identified with the symbol of man "666"
When Elohim added a "Hey" to Abram and Sarai's names
making them known as Abraham and Sarah by breathing
the Ru'ach Elohim into them.