I just checked to confirm that the settings will not let you add shortcodes with uppercase letters, even though the error message does not list any such restriction.
I've never seen shortcodes with upper case letters before, probably because every example in the WordPress documentation only ever uses lower case letters and dashes or sometimes underscores, but I tested and you can register "Boo" and "boo" as shortcodes at the same time, and both will work.
I've escalated this and asked the developers to remove this limitation, and I'll keep you posted.