The first link does not work. I created a new heading under "styles" and everything. I can't create "2.6.1". It just makes it 1.1.1.1.
Yes, 4 levels in instead of 3, and you can't select the numbers. Even though I, you know, selected the numbers.

The second link is irrelevant to my problem(s), or does not work. Adjusting list indents does not cooperate when I create a new list, even if it's in a new heading style I just created. OR! It changes ALL of the items in the list, and I only want to change some of them.

The third I actually tried before exploring these links. A new paragraph style will NOT format, AT ALL. I do it, click "okay" and nothing happens, nothing changes, open "Adjust List Indents" again and, lo and behold, it's where it was before I changed it. Brand new paragraph style.

Microsoft has failed. It cannot make listing simple. I should be able to pick a number and run with it. I encourage everyone to pirate their software, and then never use it.