Mac Hebrew/English Uppercase

7 years late but... I had the same problem and followed the thread here: https://discussions.apple.com/message/26461374 that helped me. Basically you go to System Preferences-> keyboard-> Input Sources and make sure that on the list of languages on the left you've got "Hebrew - PC" (rather then just "Hebrew"). I had "Hebrew", so I removed it with the minus button (bottom left) and then used the plus button (bottom left) the add the "Hebrew - PC" and that fixed it.

I don't know if there is already an existing keyboard layout for that, but you can use Ukelele to create your own. It is not too difficult.
You can take the original Hebrew keyboard layout and extend it your way.