1. First of all, The step you are showing, at that step you can easily change the machine-name, See in following image, where I have created the block 'Main Page Content' and it is not allowing me to go ahead, before changing the block machine-name. Hence, you can easily change the machine-name here. Hence there is no problem in editing the machine-name.
Secondly, if system is saying, you can not use capital letter, then simply you can't as system designed in that way.
Main Page Content Why you want to give your block name
Main Page Content title, Block with same name with machine-name theme_content has already been provided by the default Drupal 8. So, why you wan to create the another block with same
title and same kind of
machine-name. That block(Main Page Content) is used for displaying the main content which is not supposed to be changed. If you want just create the other custom block and place it in CONTENT region.
3. Once the machine-name is stored in the database, practically you can't change that. please read the accepted answer of this Question How do I change the machine name of a field once it's been created.
4. Till which step you can edit machine-name: After creating the block and before final saving, you can see the
edit link in the following image. So at that time you can change the machine-name. And before placing it in the region. Once you places block and it gets enabled, after that you can not change the machine-name.