1. On Visual Studio Code Press CTRL+SHIFT+P.
2. Type 'open keyboard shortcuts'
3. Select 'Open keyboard shortcuts (json)'
An editor will appear with keybindings.json file. Place the following JSON in there and save:
[
{
"key": "ctrl+shift+u",
"command": "editor.action.transformToUppercase",
"when": "editorTextFocus"
},
{
"key": "ctrl+shift+l",
"command": "editor.action.transformToLowercase",
"when": "editorTextFocus"
}
]
Now CTRL+SHIFT+U will capitalise selected text, even if multi line. In the same way, CTRL+SHIFT+L will make selected text lowercase.