Are there style guides for lists of figures / list of tables?
I don't know of any style guides, but you should first check with your university, as they may have a thesis manual of sorts for you to follow (mine does, and part of my job is to make sure students follow it). Usually students will likely follow a journal format in their field to format the captions. Again, contact the appropriate office at your university to get help with formatting the captions, if they have guidelines. Otherwise - almost anything goes, and you should be consistent in how you format the captions.