"Do not check spelling or grammar" is not a document setting or a Word setting or a paragraph setting, it is set at the character level.
See
Mastering the Spelling Checker by Suzanne Barnhill, MVP.
This setting is inherited when you paste text from one location to another. It can be a part of character or paragraph styles. In some ways it feels like a virus. If you continue typing from text that has this setting, it is continued in your typed text. It act like
Bold or
Italics except you cannot see it.
I have two macros, one to remove it from all text in a document. The other removes it from all styles in a document. If they would be useful to you, I can share them here.