Several sources recommend capitalizing and formatting references to UI element labels just as they appear in the UI. My question is how should I capitalize categorical references to the information I want users to enter. For example, there is an Agency Name field and an Agency State field on my form. How would I capitalize references to the values that go in those fields in the following instruction? "You must enter an agency name if an agency state has been selected. Please enter an agency name." Should I leave the references lowercase because I am asking for an agency name value to be placed in the Agency Name field, or should I use title case and bold to direct attention to the fields in which the values will be entered? "You must enter an Agency Name if an Agency State has been selected. Please enter an Agency Name."
A disclaimer first: I'm firmly in the camp of people that believes we should write labels, buttons, headings and other UI elements the same way we would write a sentence. This means "Sentence case", as opposed to "Title Case".
Having said that, I'd write it like this:
You must enter an agency name if an agency state has been selected. Please enter an agency name.
In this case, you'd want to put emphasis on those two words. Depending on the context, you could achieve this by making them bold, putting them in red, underlining, italics, etc.
This, I think, makes it easiest to read and scan.