Automatic numbering in Word is broken. Always has been. It is better now, but, you need to follow a specific protocol linking the numbering to heading styles. If it seemed to be working for you before, you probably were just lucky.

Read the following and follow the directions, step-by-step. It works. Note that you can change the formatting of the headings (not headers) so that they look like the rest of your text if you want, or all look the same, if you want.
How to create numbered headings or outline numbering in Word 2007 and Word 2010

For more background on numbering follow the links to John McGhie's articles on this page: Numbering in Microsoft Word