One way is to use a section break between each "chapter" and specify a "Different first page" header and footer. You can then add a STYLEREF field pointing to the heading style you are using; place the STYLEREF and the word "(continued)" in the main header, leaving the first page header blank.

Of course, the approach discussed above will be difficult to use if you need a continuation notice for each heading level. It would work fairly well if you can manage with a continuation only for level 1 (Heading 1).

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional