It seems to me that you want Word to include the "current" heading number with a caption? In other words, if a Figure follows a Heading 2 whose numbering is "1.2" you want the caption to be "Figure 1.2-1" and if the figure follows a Heading 1 whose number is 4 you expect the number to be "Figure 4-1"? Unfortunately, Word isn't that clever...

You have to pick a specific level to include with the chosen caption label.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional