This is a setting that applies to individual characters, not documents, not Word.
Mastering the Spelling Checker by Suzanne Barnhill, MVP

Open your normal template. How to Open the Normal Template

Type a sentence that includes misspellings.
Press Ctrl+A and select all. Then check the setting for proofing language.
Make sure the box is clear.
OK
Press Del to delete everything. Ctrl+S to save.
Close the normal template.

Create a new document.
Problem still there?

If so, please prepare a sample page exhibiting this problem and post it in .docx format. I will take a look at it and help you fix the problem.
How to attach a screenshot or file in this forum.