I have a comic script created in word 2010 where dialogue is written in ALL CAPS.
In word, I write the text in the regular mix of upper and lower case, select the text, and hit ctrl + shift + a to change case. (You can do this from the font, effects menu as well)
Scrivener imports without maintaining the all caps formatting. This happens whether I copy and paste from word or import as an RTF.
(While I’m at it, I might as well request a change case option, I fear this might be a 2.0 only feature, as I couldn’t find it in 1.55)