My Templates reveals just one template called 'Blank Document'.

I'm pretty sure I am following the correct procedures in creating the keyboard shortcuts properly. However, I have 'solved' the problem by opening Normal (by selecting Templates and then Normal in the Open dialog), implementing the shortcuts, saving Normal, closing Word and reopening it . . .

Now, when I open any other Word document, the shortcuts persist. But I have absolutely no idea why Word previously refused to save them to the Normal template.