The rule is that the first word of a quote is capped if it begins a grammatically complete thought or anything that stands for a complete thought. Otherwise, it is lowercase.
...Q Where were you all headed that morning?
...A We were headed to work.
...Q When you say, "We were headed to work," do you mean to your regular jobs?
...Q Where were you all headed that morning?
...A To work.
...Q When you say, "To work," do you mean to your regular jobs?
...Q Where were you all headed that morning?
...A We were headed to work.
...Q When you say, "to work," do you mean your regular jobs?
Happy punctuating!
Margie