Dear JimP,
Thanks for your quick reply and interesting link.
I had already tried this solution (using Heading 6 for Appendix as a workaround) but It yielded another problem: in the navigation panel, the appendix are shifted on the right (at the level of Heading 6) and are no more aligned with Heading 1. Besides, the Appendices are like 'included' in the last main chapter of the document in the navigation panel, which is something I wanted to avoid (I attached an update of the example according to this solution).
According to this link:
https://answers.microsoft.com/en-us/msoffice/forum/all/getting-appendix-heading-outline-levels-correct-in. some posts indicated that there is no way to avoid that problem. Do you confirm?