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Capitalisation of the collective elements in a list group of proper nouns

I wish to abbreviate the sentence 'The Treasury Department, Finance Department and Employment Department are ...'? to 'The Treasury, Finance and Employment departments are ...' but can find no conclusive evidence to support whether to capitalize (as 'Departments') or not. It seems to me that once the proper noun 'Department' is grouped and assumes plural form it is common and should no longer be capitalized. However, I have seen the grouped form capitalized, such as in 'The Pacific, Atlantic and Indian Oceans'.
Which is grammatically more correct, capitalize or don't capitalize?

Re: Capitalisation of the collective elements in a list group of proper nouns

If you are capitalizing the names of the departments, then you must/should be referring to these departments as being parts of the government of a specific country. Hence, 'departments' should also be capitalized.

If you are referring to these generally, as parts of the governance of any (western/advanced/) nation, then none of them should be capitalized.