Those instructions say that the problem only occurs after a page break and not after a section break, but I am getting the problem some of the time, but not all of the time, after section breaks.
EDIT: I've just noticed that the white space is displayed correctly when, with pilcrows etc displayed, there is a little black square just to the left of the beginning of the text (see image). What does this little black square mean?
I can't work out how to insert the image. Here is the link
Microsoft services
EDIT AGAIN: With the headings that don't display the preceding white space, the little black square appears, but to the left of the space below the heading rather than on the same level as the bottom of the heading.