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To clarify: Pokemon in Pearl have their names in all capital letters by default when caught. When sent to Gen 5 do their names change to lowercase, or do they need to be nicknamed in Gen 4.

Also, if I nicknamed a Pokemon its actual name but with lowercase letters, it technically has a nickname in gen 4. Does it still have a nickname in gen 5, since that would be its default name?

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While unnicknamed Pokémon caught in Generation V have their names displayed in title case, unnicknamed Pokémon caught in Generation IV have their names displayed in ALLCAPS. The names of unnicknamed Pokémon transferred from Generation IV games are left in ALLCAPS. However, names of unnicknamed Pokémon will be displayed in title case after evolution regardless.

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As for your second question, the Pokemon is still effectively nicknamed, so it appears you would not be able to change it again. I cannot, however, find any sources to confirm this.

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