I've perused this site already and found that nicknames are generally capitalized when used in direct address, except in cases where they are terms of endearment (sweetheart, darling, etc.), and even then there's some gray area. See Are capital letters used for terms of endearment like "Honey" and "Sweetheart"?, When is 'Old Man' capitalized, if ever?, and Do I capitalize s on "son" when it's used casually such as "Say hi to your pa for me, son."?.
The sentence I'm struggling over is a bit of dialogue in a script:
"Fine. I'll happily show you what a real fight is like, little miss prissy."
My gut reaction is that "little miss prissy" should be capitalized since it's being used in place of the other character's name (so direct address), but it's only ever used once in the script, so I'm waffling on if it really falls under the "nickname" umbrella, or if it should be treated more like endearments in romance novels.