Try this version. It is more correct to search for a Ref field type rather than whether the field text includes "_Ref" somewhere in it.
Code:
Sub myMacro()
Dim aRng As Range, rngNumber As Range
Set aRng = ActiveDocument.Range
With aRng.Find
.ClearFormatting
.Text = "Section?[0-9.]{1,}"
.MatchWildcards = True
Do While .Execute ' Loop until Word can no longer find the search string
Set rngNumber = aRng.Duplicate
rngNumber.Start = aRng.Words(2).Start
If rngNumber.Fields.Count > 0 Then 'there is a field
If rngNumber.Fields(1).Type = 3 Then rngNumber.Font.ColorIndex = vbBlue 'wdFieldRef=3
Else
rngNumber.Font.Color = vbRed
ActiveDocument.Comments.Add Range:=rngNumber, Text:="Missing cross-reference field code"
End If
aRng.Collapse Direction:=0 'wdCollapseEnd
Loop
End With
End Sub