okay...i've got it.

Steps to Create New Page Margin Page Number Style (that actually shows up in the page margin)

1. In the body of a page, insert a text box. Format it as you want (in my case I put it in the left margin of a landscaped page, rotated it, turned off the border and shading, and centered it vertically between the top and bottom margin using the page gridlines as a guide).

2. Put the cursor inside the text box, go to the Insert tab, click Page Number, Current Position, and insert a plain page number. (do not just manually type in a number, use the insert page number at current position instead). Format your page number font and position as needed for your case.

3. Click on the border of your text box to select the text box (don't select the page number, rather the actual text box). You might have to click once inside the text box to see the border if you have removed the border, as I did. With the textbox selected, go to the Insert Menu, Page Number, Page Margins, and choose Save Selection as Page Number (Margin). Name it whatever you like, and at the bottom of the window, choose whether you want to save it just in your current document or in the normal template to make it available to all documents. In my case I saved it to the normal template.

Note that you will not be able to create a new page margin page number style if you just insert a page number in a normal header or footer and save that selection as a page margin style, so follow these steps above instead. Perhaps Word actually does use text boxes to create the page margin page numbers because this solution worked better than I thought it would. You should be able to insert a page number in the page margin with your new style either from the Insert or Design tabs.

Not sure how many people will be in this situation but hope it helps someone in the future.

Rocky