You mention that your publisher requires Chicago Style citations. The Chicago Manual of Style, Chapter 7: Italics and Capitalization of Foreign Words (see sections 7.49 through 7.51 specifically) gives some guidance. There are also several existing questions here and particularly here that are related, and may help.
Italicizing seems standard practice. However, capitalizing and italicizing every yoga-related term will be awkward. Based on my own quick review of this site, and what I could view without a full subscription to the Chicago Manual of Style, plus my own experience with biological taxonomy terms, I would do this:
- Italicize all Sanskrit words that are yoga related and have not passed into common English usage.
- Italicize AND capitalize Sanskrit yoga concepts, to delineate the difference and significance from poses.
You only capitalize The when it is the first word in a title of book or a play (etc), because the The is included in that name:
- We watched The Untouchables reruns all afternoon.
- I haven’t read The Treason of Isengard yet.
- My favorite film of his is The Good, the Bad, and the Ugly.
In contrast, the word the is not normally capitalized in front of proper nouns that aren’t titles, like the New York Metropolitan Opera, the Rockies, the Bronx, the Tender Loin, the Golden Gate Bridge, the Beatles, the Chicago Board of Trade, the Fourth of July holiday, the Mesozoic Era, the Lincoln Memorial, the Thames, the Orkneys, the Federal Bureau of Investigation, the United Kingdom, the Black Sea, the River Nile, the American President, the Berkshires, the United States of America, the Sierra Quemada, the Age of Enlightenment, the Battle of Hastings, the Old Pretender, the Maastrict Treaty, the European Union, and so on and so forth.
However, there are notable exceptions. For example:
As a compromise, Brussels and The Hague alternated as capital every two years, with the government remaining in The Hague. After the separation of Belgium in 1830, Amsterdam remained the capital of the Netherlands, while the government was situated in The Hague.
Best Answer
Building names are proper nouns. The given (or official) name of the structure you mentioned is "American Radiator Building"*. Thus, "Building" should always be capitalized in this name. On the other hand, the is not part of the given name. So, in this sentence:
it would be incorrect to capitalize the thus:
When writing an address, the official name of the building should always be used. It follows that all the words in that name should be capitalized. Your example,
is correct. One might also see/hear "World Trade Center" used within a sentence, for instance:
It would be wrong to capitalize the in the above example, based on the aforementioned reason.
*Interesting note: Though still widely referred to by its old name, "American Radiator Building" was officially renamed "American Standard Building".