Is it possible to set the VSC color picker to output uppercase hex instead of lowercase? If so, how?
This is not supported at the time of this writing.
Color Picker: Add option for HEX color to return upper or lowercase #33749 is closed as "Out of Scope", which seems to indicate that such functionality will not be added (or at least, that was the decision that was made. Maybe it can be changed with enough thumbs up votes there).
Note: See also Color Picker: hex color format settings #32376, which bascially duplicates the above issue I mentioned, as well as another one.
For your reference / learning purposes, the above issue tickets were found by googling "github vscode color picker uppercase hex".