I agree. Yell-caps in SQL are gross. I write all my sql in lowercase. It is case insensitive, every keyword. There is no other language that I write in where I don't use camel-case or underscore. SQL isn't going to be the exception.
This may not be the right battle to be fighting. SQL reserved words have been written in all caps for a Very Long Time - it is a standard. From my personal experience, when I encounter legacy code where SQL keywords are lowercase I immediately think that the statements have been written by an inexperienced engineer (probably without any formal education).
The last time I encountered SQL statements with lowercase keywords, the individual included a table named user in their schema, causing all kinds of havoc, and reinforcing the stereotype.
underscore is standard for user-defined words (variables, table, databases). All-caps distinguishes built-ins to avoid confusion with user-defined. IMO with conventions, consistency is more important than the convention itself.