Do you struggle with how to spell a word prefixed with "cyber"? In everything you read on cyber-subjects, you will see a variety of spelling styles. Spell checkers haven't come to grips with the correct spelling either, and some will flag all the following forms as spelling errors:
cybersecurity; cyber security; cyber-security
What is fact is that, linguistically, "cyber" is not word on its own. It only has meaning as a prefix. It follows then that the use of "cyber" followed by a space (cyber security) is always incorrect.
The choice than becomes to run cyber together with another word (cybersecurity) or to hypenate (cyber-security). There is no clear rule on using one form or the other. Ultimatly, it is the writer's choice giving consideration to the aesthetic appearance and readability. For example, cyberrisk with the double "r", would be easier to read and interpret as cyber-risk. On the other hand, it would not be incorrect to hyphenate in every case.
To capitalize or not: Capitalize at the beginning of a sentence, of course. Otherwise, only capitalize as a topical heading. Normal usage would be uncapitalized. It would be optional in a capitalization sitution to capitalize both words in a hypenated expression. So Cyber-Security and Cyber-security would both be OK.
Hope this helps!