Caesar Cipher encrypt/decrypt tool
Rather than prompting for input, almost all shell scripts (including this) would be improved by accepting the static input (action and key) as arguments and then reading standard input to EOF to produce the output. For this you'll want a main method which just orchestrates argument parsing and passing the resulting values to the function or method which does the actual substitution. This makes it very easy to combine the script with other commands in a common way. argparse is very well suited for this.
Encrypting vs decrypting is simply a matter of shifting the characters left vs right. You can use this information to halve the code.
The brute force method should be implemented by running a single function 26 times.
In general, the code should be split into functions until there is no obvious duplication anywhere. This should massively simplify everything except the input handling, meaning that the interesting part of the script should end up being maybe three lines.
You should handle input one line at a time, so that even huge input results in small memory use.