It depends upon the context. But generally Capitals indicate referring to the Divine as the Lord and Creator.
Thee is the respectful version of You like we use the word ‘aap’ in Hindi.
Thy is respectful version of Yours. In Hindi it will be aapka.
Thou has a similar connotation but implies that something will follow as description of some quality of the Divine. In Hindi it will be a rough equivalent to aapke.
Affectionately,
Alok Da


