Sorry to bump an old thread, but I have this exact same problem, and no, clearing "Detect language automatically" does not help. I need to be able to switch between keyboards but keep my LANGUAGE the same, and it is extremely annoying.
Ex. if I switch to US International keyboard, Word automatically sets the language to English, and even if I switch back into a non-English language and continue typing in that language, the Word proofing language stays English unless I manually change it. :|