See and follow the instructions in
How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly.
The pattern applied by AutoFormat as you type or by using the buttons on the ribbon gives you something known by the technical name "spaghetti numbering."
Otherwise, you can apply the Heading styles with keyboard shortcuts:
- Ctrl+Alt+1
- Ctrl+Alt+2
- Ctrl+Alt+3
If you need shortcuts for more levels, you can create them or use a template that has them:
Heading Style Keyboard Shortcuts Add-In for Headings 4-9