The first method that comes to mind is to alway hold down the shift key
before typing the the first letter of the first word following a colon.
You could create 26 autocorrect entries where : a is corrected to : A,
: b to : B, etc.
You could do Edit>Replace>More>Use Wildcards
Find: : {1,}[a-z]
Replace with: ^& and set the replace with format as All Cap.