I can’t give you any advice for what to do when tethering because I’ve never tried it, but as far as renaming to change the case of the extensions, you have rename twice, first to something with different letters than NEF or nef, perhaps NNN, and then from that intermediate extension, you can rename back to the the other casing of the extension. At least on Windows, which doesn’t recognize casing as being different, so if you rename NEF to nef it thinks you’re not renaming to anything different so ignores the command.
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