import pandas as pd

strings = [
    "THIS IS an example",
    "ALSO this",
    "ONE LAST",
    "J. one more"
]
df1 = pd.DataFrame(strings, columns=["header"])
df1 = df1.join(
    df1['header'].str.extract(
        '^(?P<header1>[A-Z]+(?:[^\S\n]+[A-Z]+)*)?(?:(?:^|[^\S\n]+)(?P<header2>.+))?$',
        expand=True
    )
    .fillna('')
)

print(df1)