I am writing a thesis. I am aware that's a special set of capitalization rules that applies to titles. I'm applying those in my title.
Do the same rules also apply to the titles of individual chapters and sections, though?
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The first two levels (the title and chapters) usually follow the rules you cite.
Anything below those (levels 3, 4, etc) are really up to you.
That said, small caps do look good aesthetically. Level 3 in small caps only (no lowercase letters and non caps) would be pretty neat. There's an option for using them in Microsoft Word, in the Font section.