I use two different searches to do this.
Code:
Find1
<h2>(?i)Chapter ([[:lower:]])([[:lower:]]{2,})</h2>
Replace1
<h2>Chapter \U\1\E\L\2\E</h2>
Find2
<h2>(?i)Chapter ([[:lower:]])([[:lower:]]{2,})-([[:lower:]])([[:lower:]]{2,})</h2>
Replace2
<h2>Chapter \U\1\E\L\2\E-\U\3\E\L\4\E</h2>