When capitalising a proper noun that has a “the” prefix, should the “the” be capitalised?
“This puts the Union at risk”
“This puts The Union at risk”
The is not capitalized unless you're in a title or at the beginning of a sentence. It is not a proper noun and putting the t in majuscule would not carry any meaning. In fact, with proper nouns that have "the" within them, that the is also not capitalized (take, as a fictitious example, "the United Federation of the Baltic States").
The is a definite article. Glue that lives between other words. Mind you that some languages don't even have definite articles, so, yea.