I tried restarting numbering. Only the first item is disconnected and the following items are still connected with the previous list!

I unchecked "Automatically update" option in "Modify Style" window. This solved the problem, but I no longer can change the indent of the list by moving the tab handles in the ruler as it changes only the selected item. I have to either change the indent of all items one by one, or use the "Format Painter" tool to copy the indent of the first item to the rest. However, both methods is tedious.
I don't know whether Word provides some way to change the indent of the whole list by dragging the handles in the ruler while only one list item is selected. I wish such feature exists

Do you mean creating a style for every list? I don't think you mean that. There are many lists in the file! Please, explain this point if it can solve the problem.

Thanks in advance