My native language is Spanish, and the norm indicates that all accents are removed when using all capitals. Thus, Pérez becomes PEREZ, Fernández becomes FERNANDEZ and so on. Note that adding accents is not bad per se, and new trends indicates that using accents is a good thing, but the established norm is to remove them altogether.
As for other languages, you can see what to do at Dickinson's Style Guide.
I couldn't find a documented option for your Scottish name case, but I recall seeing NBA players with Scottish last names using all capitals. As a matter of fact, it seems to be the norm as well, a quick search for a Scottish last name gave me this image:
In short: Exception made of German, where you actually need to do some replacement, using all capitals without accents seems to be OK for most languages. This can be seen on International Flight Regulations Name Matching Whitepaper