After a whole night no sleep, finally found out how to solve MY problem regarding the same symptom.

My problem is that I didn't set "number" to my Heading 1. In order to set that, on my Microsoft Word 365, I need did the following:

1. Right click "heading 1", select "modify"

2. Click on the drop-down menu on the left bottom corner.

3. Select "number"

4. Change from "none" to "Chapter, 1, 1, 1, ..."

5. Reset all existing "Chapter 1, Chapter 2, Chapter 3..." make sure the newly entered chapters are formatted to the "heading 1" that has changed its number setting to the "chapter..." thing.

All above.

Hope it may help people save their life/time