Compass points

Compass points can cause confusion over whether to capitalise directions and geographical names. Generally use lower case unless a compass point is part of a formal name or title. 
Body text
Use lower case, except in place names, and hyphenate compound descriptions of direction
south
north-west
South Africa

Most general uses of compass point directions will be lower case. 

Take the highway north from the east end of town, and you’ll reach the hotel in 10 minutes.

The department will hold a consultation in northern New South Wales.
A thunderstorm is approaching from the south-east.

Where a compass point is part of a place name, including conceptual ones, use title case.

West Papua is directly south of South Korea, separated by the Philippine Sea.
The Wild West and the Deep South have both been captured in hundreds of films.
Shortened forms
Use capital letters, alone or combined with other characters
north
N
east-south-east
ESE
20° south
20° S

Although spelling out compass points in full is best for body text, in some cases a shortened form is appropriate. 

For example, if you’re writing in a specialist or scientific context, such as to an audience of meteorologists, the shortened forms may be fine. More commonly, you may want to use shortened forms where space is limited, such as in tables and graphs.

In either case, capitalise all letters that represent each word in a compass point. Don’t add hyphens in the short form, even if they would appear in the spelled out version.