That's right, those partitions with names in capital are all FAT, I never even payed attention to the formatting as it was done automatically when setting up the HDD. The drive is a old 40GB test drive and the FAT partitions are all less than 500MiB in size.
I have my doubts what happened during the formatting because there are 3 primary partitions, 2 of them are FAT and the 3rd is NTFS. The 2 FAT partitions have a size of 524,009,472 bytes, while the NTFS partition has a size of 524,283,904 bytes. I cannot at all recall that I have formatted any of those partitions explicitly in FAT!?
Anyhow, I've reformatted one of the FAT partitions into NTFS and, indeed, now the name contains small letters.
Thanks for the help.