Answer array

import java.util.function.Predicate;
import java.util.regex.Pattern;

class Bob {
    final private static String[] answers = {
        "Whatever.",
        "Sure.",
        "Whoa, chill out!",
        "Calm down, I know what I'm doing!"
    };
    final private static Pattern isAlpha = Pattern.compile("[a-zA-Z]");
    final private static Predicate < String > isShout = msg -> isAlpha.matcher(msg).find() && msg == msg.toUpperCase();

    public String hey(String message) {
        var speech = message.trim();
        if (speech.isEmpty()) {
            return "Fine. Be that way!";
        }
        var questioning = speech.endsWith("?") ? 1 : 0;
        var shouting = isShout.test(speech) ? 2 : 0;
        return answers[questioning + shouting];
    }
}

In this approach you define an array that contains Bob’s answers, and each condition is given a score. The correct answer is selected from the array by using the score as the array index.

The String trim() method is applied to the input to eliminate any whitespace at either end of the input. If the string has no characters left, it returns the response for saying nothing.

A Pattern is defined to look for at least one English alphabetic character.

The first half of the isShout Predicate

isAlpha.matcher(msg).find() && msg == msg.toUpperCase();

is constructed from the Pattern matcher() method and the Matcher find() method to ensure there is at least one letter character in the String. This is because the second half of the condition tests that the uppercased input is the same as the input. If the input were only "123" it would equal itself uppercased, but without letters it would not be a shout.

A question is determined by use of the endsWith() method to see if the input ends with a question mark.

The conditions of being a question and being a shout are assigned scores through the use of the ternary operator. For example, giving a question a score of 1 would use an index of 1 to get the element from the answers array, which is "Sure.".

Shortening

When the body of an if statement is a single line, both the test expression and the body could be put on the same line, like so

if (speech.isEmpty()) return "Fine. Be that way!";

or the body could be put on a separate line without curly braces

if (speech.isEmpty())
    return "Fine. Be that way!";

However, the Java Coding Conventions advise to always use curly braces for if statements, which helps to avoid errors. Your team may choose to overrule them at its own risk.