Well, regarding small caps, it turns out there is also something I would like to tell Word not to do. And that is lose the small caps attribute when I copy text from one document to another.
When I do this, I usually choose the setting "merge layout" (or whatever it's called in English). I though this would adapt the font type and size to that of the target document, but retain features such as bold and italics and small caps.
It turns out it retains bold and italic, but ONLY that. Small caps is lost, for whatever crazy reason.
Of course I find this out at a stage where I now have to go through thousands and thousands of word to find the small caps again, because I've already done minor edits on this pasted text, I can't revert to the old version.