This may just be me, but I capitalize it if it's meant to replace someone's name. Their name would be capitalized, so I feel So-and-So should be capitalized, as well. But I've never read any rules about this, so I could be wrong.
So-and-So is mentioned in the Bible a few times, as I recall. You might look and see how it's used and whether it's capitalized there, too.
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