If you need the page numbers in the TOC to show as A-1, B-1 etc you MUST apply a built-in Heading style to Annex titles. Only the Heading series of styles can be assigned as a prefix in the page numbering which is what you need in this case. This does mean you don't get the full nine levels of available headings for regular heading use but it is a rare document that needs all the headings.
To demonstrate this, I've modified your doc to add a style alias at Heading 7 for the annex title. Once this is done, you can modify the page number formats of those sections to restart and include the Heading 7 number. The last thing that needed to be done is modify the TOC code to include the Heading 7 style as well.
See attached demo
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Andrew Lockton
Chrysalis Design, Melbourne Australia
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