The following script will capitalize all INFO tags and add the prefix "HGMD_" to each tag.

rename_HGMD_INFO_tags.sh

#!/bin/bash

##
# Rename HGMD INFO tags
#
# Example usage:
#   ./rename_HGMD_INFO_tags.sh hgmd-hg19.vcf > hg19_HGMD_2015r4.MORL.vcf
##

tags=(
  'accession'
  'brief'
  'hyperlink'
  'codon_number'
  'comments'
  'codon_change'
  'genomic_sequence'
  'aminoacid_change'
  'pmid'
  'pmid_notes'
  'citation_type'
  'hgmd_acc'
  'omim'
  'rsid'
  'hgvs'
  'nucleotide_change'
  'disease'
  'confidence'
  'lsdb_source'
  'ref'
  'alt'
  'omim_ref'
  'mesh'
  'snomedct'
  'icd10'
  'ensembl_id'
  'entrez_gene_id'
  'hgnc'
  'uniprot_acc'
  'mutationType'
  'variantType'
  'ref'
)

cmd="sed"
for tag in "${tags[@]}"
do
  cmd="$cmd -e 's/\([;=[:space:]]\)$tag\([,;=[:space:]]\)/\1HGMD_\U$tag\2/'"
done

eval $cmd $1