My question has been largely answered in the discussion linked to below. However, one question remains: in mid-sentence hypothetical direct speech without quotation marks, what is preferable capitalization?
People are incensed at the wealth of others: why does he have all that and I do not? they wonder.
People are incensed at the wealth of others: Why does he have all that and I do not? they wonder.
My instinctive preference is for the former, without capitalization of the initial word of the thought. Yet it being a complete thought coming from a hypothetical "wonderer", not from the author, would seem to suggest otherwise.
Many thanks in advance!