Are all versions of Windows case insensitive?

Yes, this is true for all versions of Windows. There is no way to make Windows case sensitive. Keep in mind though that some apps which were originally developed for Unix/Linux and then ported may be case-sensitive. Cygwin, for example, is case sensitive. This behavior is extremely rare though.

Microsoft added a new case sensitive flag (attribute) that can be applied to NTFS directories (folders). For directories that have this flag set (enabled), all operations on files in that directory are case sensitive, regardless of whether FILE_FLAG_POSIX_SEMANTICS was specified. This means that if you have two files that differ only by case in a directory marked as case sensitive, all applications will be able to access them.

Starting with Windows 10 build 17107, Microsoft has added the ability to view and modify this flag to the fsutil.exe command.

To check if a directory is case sensitive, run the following command:

fsutil.exe file queryCaseSensitiveInfo <path>

To mark a directory as case sensitive, or case insensitive respectively:

fsutil.exe file setCaseSensitiveInfo <path> enable
fsutil.exe file setCaseSensitiveInfo <path> disable

Actually, this depends on the API / Windows subsystem you (your program) use.

If you use the "Windows API" (the standard for Windows apps), then filenames are case-insensitive. However, if you use the POSIX subsystem (aka Windows Services for Unix), you can enable case-sensitivity.

See e.g. this MS Support article: Enable case sensitive behavior with Windows XP and Interix Subsystem or SFU