The adverbial version of Dienstagabend is dienstagabends. The former is a noun, the latter an adverb. The former should be capitalized, the second shouldn't. Nevertheless they differ in meaning:
Sie kommt Dienstagabend
means that she comes once, when? This (or specified by the context) Dienstagabend, which is not an adverb, but a time complement. On the other hand
Sie kommt dienstagabends
means, she usually comes on tuesday afternoons.
With nachher, it seems the inverse process: das Nachher is a nominalized adverb nachher.