There is no definitive answer to this question. It will be a matter of interpretation.
First, the distinction between small and capital letters did not exist when Revelation and the other NT documents were written. Here is a quote from Zondervan Academic, one of many online resources that are available:
Originally the Bible was written in all capital letters without
punctuation, accent marks, or spaces between the words. John 1:1
began, ΕΝΑΡΧΗΗΝΟΛΟΓΟΣ. Capital letters, or “majuscules,” were used
until the sixth century A.D. (“Uncials” are a form of capital
letters.) “Cursive” script is like our handwriting where the letters
are joined together and is also called "minuscule." Cursive script was
created before the time of Christ but became popular in the ninth
century A.D. In Greek texts today, John 1:1 begins, ̓Εν ἀρχῇ ἦν ὁ
λόγος.1
This means that any decision about capitalising words in English translations of the NT will be a matter of policy and interpretation. And indeed, that is what we see in the various English translations of Revelation 9.11. Consider these examples:
- They have as king over them the angel of the bottomless pit;
his name in Hebrew is Abad′don, and in Greek he is called
Apol′lyon. (RSV)
- They had as king over them the angel of the Abyss, whose name in
Hebrew is Abaddon and in Greek is Apollyon (that is, Destroyer). (NIV)
- They have over them as king the angel of the abyss: his name in
Hebrew is Abaddon, and in the Greek tongue he hath the name
Apollyon. (ASV)
The Greek word is ἄβῠσσος. The NIV and ASV have both translated this as 'abyss', which is effectively a transliteration of the letters rather than the translation. On the other hand the RSV has translated the idea of the word, and so has 'bottomless pit'. As to capitalisation, you can see that the NIV and ASV, two reputable translations, have taken different views on the issue. I am unable to find explicit policy statements by the translators, but it is likely that in this example the difference simply reflects a difference as to how specific the word 'abyss' is. For example, "I travelled north" is not capitalised, whereas "I travelled to the North Pole" is. The difference here is between general and specific meanings of the word. This all comes back to the interpretations of individual translations.