When I read the title, I was thinking you were referring to the masculine pronoun "He"... Usually I don't consider "Lord" to be a pronoun. But regardless....
The Bible has been translated many times, from various languages, and into many other languages. Unlike what you sometimes see on the internet where someone tries to use Google Translate to communicate their ideas into English and it ends up more like Engrish (see
www.Engrish.com for some funny examples of what I mean), scholarly translations go through incredible work in order to ensure that the translations are the most accurate. Seeing "hath" in your passage suggests that this is from the King James translation, which isn't as accurate as some more modern ones. In fact there are some translations that show the actual language that the passage / book was first recorded in and a word-for-word translation written above (or in the margins). These will often shows areas where the best translation was used, but will also show other possible meanings for the particular word which may also influence the passage's meaning. For example, in old Hebrew the word "
adam" has various meanings depending on context, presense of language cues (like the presense of an article), etc. such that
adam can mean human / mankind, a male person of the species (as in "a man"), or a particular male person named Adam. The same is probably true with your confusion over the word "Lord"; there may be other cues that justify why it was translated in the way it was.
As for hearing that the "Lord" referring to God is usually named in all caps is just plain incorrect (at least for the passage that you quoted) since old Hebrew has no capitalization (nor does it have any punctuation, for that matter). Various translations may have different capitalization rules (such as some will capitalize pronouns referring to God such as "but
He revealeth
His secret....") while other translations keep those words lower cased. Unfortunately because of this ambiguity, capitalization is one of those cues that is not helpful in determining an accurate translation.