This is a German style that has had a number of threads devoted to it, but finding them is a challenge. I have tagged many with “German” and searching the forum will bring them up, but this threadhas some suggestions and points to a thread pointing to many of the other threads!
The short answer is that I don’t think Endnote can achieve this style out of the box. You need some sophisticated macro manipulations.
And I know it can’t adjust the Case of the name differently to achieve SURNAME, First Name, unless the records have the information inserted in that Case style combination.