Mac Hebrew/English Uppercase

7 years late but... I had the same problem and followed the thread here: https://discussions.apple.com/message/26461374 that helped me. Basically you go to System Preferences-> keyboard-> Input Sources and make sure that on the list of languages on the left you've got "Hebrew - PC" (rather then just "Hebrew"). I had "Hebrew", so I removed it with the minus button (bottom left) and then used the plus button (bottom left) the add the "Hebrew - PC" and that fixed it.