Again, look at Mastering the Spelling Checker by Suzanne Barnhill, MVP. That is the best source of information about how the spelling checker works.

You cannot change the actual spell checking files that come with Word.You can add words to your custom dictionary. You can note words that Word thinks are spelled correctly as incorrect by adding them to an Exclude file.
The base file remains unchanged. If the base file is incorrect and you would like Microsoft to change it, use the feedback mechanism.

The proofing language that is used for your text is stored in character-level formatting. I explore this in my article Proofing Language Keeps Changing - Solutions - How can I keep my proofing language from changing?
So, this can be different from document to document, and indeed from letter to letter. If you paste text into your document as anything other than plain text, it can carry such settings with it.