Hi there again @jrp-23,
I checked with our Senior Support engineer on this one and confirmed that when a username is created within an Auth0 database regardless of uppercase or not, it forces it to lowercase.
If you feel this is something that should be altered or have a use case for it, please share with us at Auth0: Secure access for everyone. But not just anyone.. Each request is viewed by our Product team and has a direct effect on features and enhancements going forward in our product roadmap. Thanks!