Some publications capitalize He, Him, etc., when referring to a god.
What is this practice called? 'Proper noun' is rather generic.
Reverential Capitals (WP)
Many European languages traditionally capitalize nouns and pronouns used to refer to God, including references to Jesus Christ (reverential capitals): hallowed be Thy name, look what He has done. Some English authors capitalize any word referring to God: the Lamb, the Almighty; some capitalize "Thy Name".