The answer has not changed.
See
Style Separator in my page on Understanding Styles.
Quote:
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As of this writing (March, 2022), the Style Separator does not exist on the Macintosh versions of Word. You can create your own by simply pressing Enter at the end of the first part of your text (style 1) and creating your following text in Style 2 in the new paragraph. Then go back and select the paragraph mark at the end of the first paragraph and mark it as Hidden text (Cmd+Shift+H). This method works on Windows versions as well (Ctrl+Shift+H).
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Formatting your document in Word for Windows allows insertion of the Style Separator. On the Mac, the solution is to select the paragraph mark and set it as hidden text.
See also
Creating Run-in Sideheads by Suzanne Barnhill, MVP.
Note, this is not the place to get any changes made in Word nor the attention of developers at Microsoft. This is an independent user-to-user support forum.
MS does not see anything you post here. The way to get their attention is through the feedback mechanisms.