I would bet lthat your Journal terms list has adopted these titles during the downloading of some of your records from a database that has the journal names in caps.
The very first thing I do when I install Endnote is to turn off the auto update of the terms lists during importing or pasting references and during data entry. (Edit> Preferences, Term Lists).
Then, I delete anything that is in the journal terms list and import a clean abbreviations list.
Instructions are here: www.endnote.com/kb/82228