Yes, it's only the 'Different odd and even' is a Document-level heading (not a Section-level heading), despite appearances to the contrary in the Page Layout dialogue.
FWIW, I've tried the VBA approach below on a 3-Section document, but it does the same as the dialogue:
Code:
Sub Test()
Dim HdFt As HeaderFooter, Scn As Section
With ActiveDocument
With .Sections(1).PageSetup
.DifferentFirstPageHeaderFooter = True
.OddAndEvenPagesHeaderFooter = True
End With
With .Sections(2).PageSetup
.DifferentFirstPageHeaderFooter = False
.OddAndEvenPagesHeaderFooter = True
End With
With .Sections(3).PageSetup
.DifferentFirstPageHeaderFooter = True
.OddAndEvenPagesHeaderFooter = True
End With
For Each Scn In .Sections
For Each HdFt In Scn.Headers
With HdFt
.LinkToPrevious = False
.Range.Text = "Section: " & Scn.Index & vbTab & "Header: "
Select Case .Index
Case 1: .Range.InsertAfter .Index & " (wdHeaderFooterPrimary)"
Case 2: .Range.InsertAfter .Index & " (wdHeaderFooterFirstPage)"
Case 3: .Range.InsertAfter .Index & " (wdHeaderFooterEvenPages)"
End Select
End With
Next
Next
End With
End Sub