If you have used heading styles consistently, then do the following: Place the insertion point in the first Heading 1 paragraph. Click Home tab | Multilevel List | Define New Multilevel List. In the dialog box, click the More button so that you can see all options. Define the formatting for each level, and make sure that each level has the "Link level to style" option set correctly (Heading 1 for level 1, Heading 2 for level 2, etc.).

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional