[FeteCommuniste]

The rule is to write Ç with cedilla even when capitalized, but from what I gather French keyboards make it inconvenient, so people often neglect it. On the other hand, it is true that there are no above-letter accents for capitals (in France; Quebec uses them).

[glandium]

French keyboards indeed have diacritics available, such as é, è, à, ç, etc. but shift+those keys is another character.

On top of that, at least on Windows (I'm not sure about Mac), the caps lock key is not a caps lock, but a shift lock. Which means it doesn't capitalize characters, but does the same as pressing shift+key.

Funnily enough, in other French locales (IIRC at least Belgium), the caps lock key on Windows is a caps lock key.