Using Word 2010 (A company choice; not mine)
Wouldn't it be great if you could apply a multi-level list style to each section?
...without doing any tricks

Example Outline:
TOC with all headings {1., 1.1, 1., 2.1, 2.1.1, Appendix A, A.1, A.1.1, A.2, A.2.1, Appendix B, B.1, B.1.1, B.2, and B.2.1} with corresponding page numbers below.
TOF with all Figure Captions {1-1, 2-1, A-1, and B-1} with corresponding page numbers below.
TOT with all Table Captions {1-1, 2-1, A-1, and B-1} with corresponding page numbers below.
1 Heading 1 (page 1) [Multi-level list style 1]
1.1 Heading 2 (page 1)

Figure 1-1 (page 1)
Table 1-1 (page 1)

2 Heading 1 (page 2)
2.1 Heading 2 (page 2)
2.1.1 Heading 3 (page 3)

Figure 2-1 (page 3)
Table 2-1 (page 3)
====section break next page==== {Restart Page #; include chapter}

Appendix A (page A-1) [Multi-level list style 2]
A.1(page A-1)
A.1.1(page A-1)
A.2(page A-2)
A.2.1(page A-2)

Figure A-1 (page A-2)
Table A-1 (page A-2)
====section break next page==== {Restart Page #; include chapter}

Appendix B (page B-1) [Multi-level list style 2 continued]
B.1(page B-1)
B.1.1(page B-1)
B.2(page B-2)
B.2.1(page B-2)

Figure B-1 (page B-2)
Table B-1 (page B-2)