Headlines and Titles of Works

Q. I am unable to find a ruling on state nicknames in my Chicago manual. Am I overlooking it? Is it “aloha state,” “Aloha state,” or “Aloha State”?

Q. Should I capitalize “the states” when used alone (referring to the United States)? I’m copyediting a novel in which the author capitalizes “the States” when used alone. I think it would be lowercased.