The names or formal designations of deities are typically capitalized (CMS §8.90):
Sun God of Heaven
So, too, are alternative names of God or one of the persons of the Trinity (SBLHS 2 §184.108.40.206)
King of kings
Son of God
Son of Man
When the point is to exalt the Divinity over lesser beings, the words Deity, the Divine, or the Divinity may be capitalized. However, in an academic context the trend should be to lowercase (see SBLHS 2 §220.127.116.11).
Forms of the Tetragrammaton are also capitalized:
One may also use the Lord as a translation for the Tetragrammaton. In such cases, Lord should be capitalized without small caps (unless one is quoting a translation that uses small caps, in which case one preserves the small caps of the source). The SBLHS 2 does not privilege one form of the Tetragrammaton over another. However, we recommend that authors or volume editors choose one form and use it consistently. We discourage the use of Jawheh.
The names of angels, demons, and the like are also capitalized:
Satan (but the satan)
Generic terms for deities, angels, demons, and the like should be lowercase: