Addressing only the main problem - formatted Autocorrect does not stick, does not survive closing Word and then restarting.

The only way this happens if changes to your normal template are not being saved. If you are opening the normal template, creating the AutoCorrect entry (but not the text in the normal template) and then saving the normal template, this will be saved.

To make sure that you are opening the correct normal template, follow the directions given here: How to Open the Normal Template.

In the normal template, type the letter "a" and backspace to delete it (not Undo). Then save it and close Word. When you come back, any formatted AutoCorrect entry you may have made will be saved. I guarantee it.

Once you have done this, if you want, we can address the blue entries.