How do I prevent my iPhone from wrongly auto-correcting a specific word?

Go into the keyboard settings and add a shortcut for the corrected spelling of the word. I had to do this with my daughter's name, as every time I spelled it, it would come out in capitals. You can just use a part of the word and it can auto spell the word for you, or you can spell it with a different capitalization and save the corrected version the other way.

If you need to use the first part of the word it may not work. Don't really know, but it worked for me ;-)

I had the same problem that it always corrected a word 'support' to 'SUPPORT' I typed to capitals despite resetting my dictionary on multiple occasions.

I searched in spotlight for 'SUPPORT' and discovered that I had the word 'SUPPORT' as part of a contacts name. I corrected this to 'support' and then this reset the dictionary again for good measure and this fixed the problem completely.

iPhone seems to remember your choice when you dismiss an autocorrection in Safari. If that doesn't work for you, you can always take the nuclear option and disable autocorrection altogether: Settings -> General -> Keyboard -> Auto-Correction (eller Indstillinger -> Generelt -> Tastatur -> Automatisk rettelse hvis du benytter dansk på din iPhone)