Simply set up the Find dialog with this wildcard search:

Find What:
[A-Z ]{1,}:


Choose "Highlight All".

When all the instances are highlighted (i.e. selected), On the Home tab, in the Font group, click Change Case, then choose "Capitalize Each Word".

Wow! Thank you!! Thank you so much! I don't know who you are but you have saved me (liteally) dozens of hours of time!!