Where are nmcli capitalized setting stored and how can I modify them?

Solution 1:

The "settings" appearing in all capital letters are not settings, but represent the actual current state of the connection. You do not "modify" them because they are not settings. Rather, if you want to change the live connection, you use the existing tools (e.g. ip addr del 192.168.56.106 dev enp8s0) to do so.