There is only one alphabet in Morse code, so is there a recognised way to indicate a capital letter?
There is no upper/lower case differentiation in Morse code; just the alphabet.
There is a reference to the military recently approving lowercase letters for navy messaging. Use of uppercase-only dates from days of Morse code communications.
There is no officially recognised way to distinguish between uppercase and lowercase characters in Morse code. When you look at old telegrams printed on paper strips they would all be in capitals.
You can spell out CAPITAL LETTER then provide the letter.
example: SPELLING FOLLOWS - CAPITAL LETTER W THE LETTER O THE LETTER W