In adaption of Alans's great answer you could redefine \sectionlinesformat instead of \section, \subsection and \subsubsection to make the automatic uppercase of the headings:
\let\orig@sectionlinesformat\sectionlinesformat
\renewcommand*{\sectionlinesformat}[4]{%
\orig@sectionlinesformat{#1}{#2}{#3}{\titlecap{#4}}%
}%
To change the case of the entries to the table of contents, you could redefine \addtocentrydefault:
\let\orig@addtocentrydefault\addtocentrydefault
\renewcommand*{\addtocentrydefault}[3]{%
\orig@addtocentrydefault{#1}{#2}{\titlecap{#3}}%
}
And to change the case of the running head, you could redefine \MakeMarkcase:
\let\MakeMarkcase\titlecap
MWE:
\documentclass[]{scrartcl}
\setkomafont{subsection}{\normalfont}
\setkomafont{subsubsection}{\normalfont\itshape}
\renewcommand*{\sectionformat}{\thesection.\enskip}
\renewcommand*{\sectionmarkformat}{\sectionformat}% also for running head
% The rest of this preamble code is only needed for automatic title casing
\usepackage{titlecaps}
% this is a space separated list of words that should be lowercase
% since you have to add to this list manually, title casing is not truly automatic
\Addlcwords{a an the that to this is are and with}
\makeatletter
\let\orig@sectionlinesformat\sectionlinesformat
\renewcommand*{\sectionlinesformat}[4]{%
\orig@sectionlinesformat{#1}{#2}{#3}{\titlecap{#4}}%
}%
\let\orig@addtocentrydefault\addtocentrydefault
\renewcommand*{\addtocentrydefault}[3]{%
\orig@addtocentrydefault{#1}{#2}{\titlecap{#3}}%
}
% and if you also want the case change for \paragraph and \subparagraph:
\let\orig@sectioncatchphraseformat\sectioncatchphraseformat
\renewcommand*{\sectioncatchphraseformat}[4]{%
\orig@sectioncatchphraseformat{#1}{#2}{#3}{\titlecap{#4}}%
}
\makeatother
\let\MakeMarkcase\titlecap
% ---- only needed for automatic titlecase ----
\pagestyle{headings}% to show the running head
\begin{document}
\tableofcontents
\section{A section with a word that should use uppercase}
\subsection{This is a subsection with most words uppercase}
\subsubsection{This is a subsubsection}
\newpage
Empty page
\end{document}
But if you like dirty tricks, you could also do:
\documentclass[]{scrartcl}
\setkomafont{subsection}{\normalfont}
\setkomafont{subsubsection}{\normalfont\itshape}
\renewcommand*{\sectionformat}{\thesection.\enskip}
\renewcommand*{\sectionmarkformat}{\sectionformat}% also for running head
% The rest of this preamble code is only needed for automatic title casing
\usepackage{titlecaps}
% this is a space separated list of words that should be lowercase
% since you have to add to this list manually, title casing is not truly automatic
\Addlcwords{a an the that to this is are and with}
\makeatletter
\let\orig@sectionlinesformat\sectionlinesformat
\renewcommand*{\sectionlinesformat}[4]{%
\orig@sectionlinesformat{#1}{#2}{#3}{\titlecap{#4}}%
\expandafter\gdef\expandafter\@currenttocentry\expandafter{%
\expandafter\titlecap\expandafter{\@currenttocentry}%
}%
\expandafter\gdef\expandafter\@currentheadentry\expandafter{%
\expandafter\titlecap\expandafter{\@currentheadentry}%
}%
}%
\let\orig@sectioncatchphraseformat\sectioncatchphraseformat
\renewcommand*{\sectioncatchphraseformat}[4]{%
\orig@sectioncatchphraseformat{#1}{#2}{#3}{\titlecap{#4}}%
\expandafter\gdef\expandafter\@currentheadentry\expandafter{%
\expandafter\titlecap\expandafter{\@currentheadentry}%
}%
}
\makeatother
% ---- only needed for automatic titlecase ----
\pagestyle{headings}% to show the running head
\begin{document}
\tableofcontents
\section{A section with a word that should use uppercase}
\subsection{This is a subsection with most words uppercase}
\subsubsection{This is a subsubsection}
\newpage
Empty page
\end{document}
Both suggestions result in:

The catch phrase code is for \paragraph and \subparagraph.
titlesecpackage may help you. Regarding the upper-case, it would probably be best to just type it in exactly as you want it to appear. – Michael Palmer Jul 06 '17 at 21:17