When I write something, I want the auto-complete window to only show things that starts with an uppercase or lowercase depending on what I type.
Suggestions not case sensitive:

There is an option in Visual Studio Code called "match case completion" which does exactly what I want, but I don't find it in Visual Studio.
Option I want in VSCode:

Visual Studio and Visual Studio Code is actually two different products.
Visual Studio currently doesn't be able to achieve your requirement because there is no such feature.
The feature you wanted seems already been posted in this place:
https://developercommunity.visualstudio.com/t/Intellisense-needs-to-prioritise-case/10386856?q=case+sensitive+intellisense
And if only the auto complete trouble you, you could press CTRL + ALT + Space