For what you've described, all you need is:
Code:
Sub HeaderApply()
Application.ScreenUpdating = False
With ActiveDocument.Range.Find
.ClearFormatting
.Forward = True
.Format = False
.Wrap = wdFindContinue
.MatchWildcards = False
.Text = "C:\_XREF_ALL\App.2018"
With .Replacement
.ClearFormatting
.Text = "^&"
.Style = wdStyleHeading1
End With
.Execute Replace:=wdReplaceAll
End With
Application.ScreenUpdating = True
End Sub
but you don't even need a macro for this - just an ordinary Find/Replace with 'Heading 1' specified as the replacement Style.