Is this your only foreign (or ESL) correspondent? I’m only asking because none of this seems so bad to me, but I suspect that there are cultural differences that you (and your colleague) may not have communicated to each other.
I read multiple emails, reports, process descriptions and websites from India, China, other places in Asia, and several places in Europe daily as part of my own job. While I haven’t had to deal with ALL CAPS messages – and yes, they can be tiresome to read! – I do have to read through Chinglish, Hinglish, Paklish, Frenglish, Swisslish and Germlish – including unfamiliar and strange (even non-existent) vocabulary, tone, case and tense, mostly in technical terms and descriptions… and just deal with it. Sometimes I offer gentle correction to those I don’t know, and with whom I will have to interact a lot to see how it’s received and to start additional dialog, or I kid or straight-up correct those whom I know well, and who I know want to improve their writing… or mostly I just ignore it unless the technical writing can cause (or does cause) clear misunderstanding or error.
If a simple “Please don’t write messages to me in ALL CAPS, because it’s hard to read and seems rude” doesn’t get the point across, I guess I’d just learn to live with it. (You might consider that as an ESL correspondent she may not have much familiarity with lowercase letters. Since uppercase and lowercase letters frequently do not resemble each other, this may be her best way to write a message that can be proofread – by her – before sending.) Of course, you could always learn Chinese…