Depending on what type of file you are converting to with Markdown, you generally won’t have much actual coding involved, fortunately. LaTeX can get pretty intense if you can’t find a good stylesheet out there that does what you want (thankfully, with decades of volunteers contributing designs and such, you often will). CSS is pretty simple, but can be bit more like coding for setting up counters and incrementing them (though honestly it’s not much different than Scrivener’s placeholders once you transpose the syntax being used; for example, counter-reset: counterName instead of <$rst_counterName>, which is honestly even easier to understand than Scrivener).
I don’t actually have anything readily accessible at the moment that would demonstrate part/chapter/section numbering in CSS, but I do have this write-up on building custom enumeration. If you scroll down to the bottom of that post you’ll see how counters can be named, used and incremented, as well as how text can be inserted with the content attribute.
But for DOCX? You’d just be using the word processor’s native style tools. Here’s a brief description of how to do that, and plug the settings into Scrivener. That’s a good thread to skim as well, as it touches on some of these very concepts. Even if you do decide to stick with Scrivener’s numbering, as they did, stylesheets can still handle the uppercase problem themselves. I just figured I’d mention that (in LibreOffice anyway) you can keep the output more agile, rather than having the letters “T”, “W” and “O” printed verbatim into the text itself. I’ve personally never cared for “hard coding” documents like that! 