There is this question lately on the Christianity.SE. It asks for "orthodox Christianity". I edited it, so that the question would be more focused toward one specific branch of Christianity - Eastern Orthodox Christianity, since the name suggests that the Eastern Orthodox is orthodox. Still, I wish there is a tag that says orthodox-christianity that is separated from a tag that says orthodox-christianity, and maybe allow orthodox-christianity be a synonym of eastern-orthodoxy.
Besides not wanting this for the normal reasons tags are not cased, I think this would only serve to confuse the issue.
Nobody would pay a bean of attention to the difference between two tags that were the same except case. I realize the distinction between the terms in Christianity but in the case of a tag the name needs to be more self explanatory.
If we did have a separate tag for the lower-case-o meaning, it would be orthodoxy, and the tag for the capital-o meaning is already eastern-orthodoxy as it should be. That being said I don't think we currently have a constructive use for the former anyway.
In any event, no we cannot have upper-cased tags and we can't have tags for things we don't have questions for, so this is kind of a moot point.