well I think I have located the problem:

Page 1 is my front page with some text and graphics. On the button of the page I have inserted a Section shift continuing and then a page shift (my Word version is Danish so don't quit know what the pronunciation in the UK version?)

On page 2 my first line says "Table of contents" followed by a blank line and than an auto generated index.
The first line is Level 1 header, second is normal.
Now if I correct all the mistakes I mentioned except line 1 on page 2 ("Table of contents") it all looks good. If I then change line 1 on page 2 from Header 1 to normal text then all the mistakes returns.....

So maybe I am not allowed to have a normal text in the beginning of a new section? ...but than again my good document has normal in the first line??