How do I change it so that the post titles are not capitalised on the drop down menu?

Hello Oliver !
To change the post titles not to be capitalized on the drop down menu, you can log in to Dashboard > Appearance > Customize > General Setting, add the following code to the Header Code:

<style>
.navbar .nav .menu-item-object-category .sub-mega-wrap .subcat a {
      text-transform: lowercase;
}
</style>

Hope this helps !