Others may argue differently, but in my daily professional experience since this particular group of features arrived in Word's advanced options, it has been unreliable. I deal with documents constantly, and have spent quite a bit of time playing with the controls you mention, without consistent success. Word has gotten increasingly complex, though generally much more stable, over the years. This is one place where, as a result of all the bells and whistles, "your results may vary."

A skilled colleague of mine and I spent a couple of hours on it one day several yeas ago, with a particular issue he was having with a document. We finally stumbled on a "switch" somewhere that made a difference, but a few months subsequently, neither of us could recall it. It was an option somewhere that should have had no bearing whatsoever on the formatting, but it did, that much we remember.

Our practice is to use Paste Special/Paste Unformatted always, but this is a pain to do unless you install a simple macro and assign a keyboard shortcut to it. If you have never even considered macros, this one alone is worth the small effort required to install it. The shortcut could be something as simple as Alt+V, an unassigned combination which would you would use instead of Ctrl+V, Word's built-in Paste shortcut. Your troubles (of this kind at least) will be over.

One caveat: This is one macro which, for whatever reason, Word's Macro Recorder does not comprehend; you need to copy the simple code and paste it into a Normal-template module in your (background) VBA. If you can find someone to assist you, that's easiest.

There are several versions of the needed code. Here's the one I use:

Hope this helps.
Ulodesk