As far as capitalization of The Master vs. the Master, I think it's like the Colonel, perhaps. Compare that to The Flying Waldini, and I think the flying dude has an actual title to use for himself.
I'm not a grammar expert by a long shot, so these are just thoughts

I look up many, many things for my edits
As far as the question mark goes, I really hope that English allows questions based on voice pattern. Does that make sense? In French, for instance, you can take a statement and make it a question by how it is said. I've studied other languages more recently than English, so I'm unclear on whether it's allowed here, grammatically. I'd be interested to learn how to note that construction for readers if not by a question mark.