What's probably happened here is that some formatting has been applied to the cross-reference after it was originally created. When you do that, Word tries to be helpful by adding a MERGEFORMAT switch to the field, which messes things up when you change the source content. The solution is to:
• select the cross-reference and press Shift-F9 to expose its field code, which will look something like { REF Bookmark \* MERGEFORMAT }
• delete '\* MERGEFORMAT'
• press F9 to update the field.
As an alternative to deleting '\* MERGEFORMAT', you could change it to '\* CHARFORMAT' and format the 'R' in 'REF' to whatever format you want to force the cross-reference to appear as.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]