[teo_zero]

Embedding words like Figure or Section breaks not only declensions, but capitalization, too. Germans won't notice it because all their nouns are capitalized, and English speakers won't care because they're traditionally forgiving with unmotivated upper-case words in the middle of a sentence (including titles). But formally it shoud be "Figure 4" in the caption and "as we see in figure 4" in the reference.

[4bpp]

"as we see in figure 4" is simply incorrect, though; expressions such as "Figure 4" or "3rd Street" are treated as proper names and must be capitalised, as would the non-nominal "third" in "Dritte Straße" if any German-speaking city were to have American-style numbered streets.

[necovek]

Those two cases seem completely distinct: do you have a source for the claim that labeling stuff in documents with type and number makes those labels proper names?

For addresses, that's usually listen in a language grammar as a rule.