I’m trying to get my sections numbered with capital letters and my
subsections with Arabic numbers. So far, no joy. What am I missing?

Alan

Mwe: with ConText ver: 2022.01.21 20:13 LMTX  fmt: 2022.2.1. (The problem
persists when I run ConTeXt online)

\setuphead[section][conversion=A]
\setuphead[subsection][conversion=n,
sectionsegements=section:subsection, stopper={.}]

\starttext

\startsection[title=New section]
\input knuth
\startsubsection[title=New subsection]
\input ward
\stopsubsection
\stopsection

\stoptext