It's hard to follow your post, as you refer to '1Good headings' and '2Bad headings', but nothing in the post actually identifies these. It would be far easier to diagnose the issues if you attached an actual document containing the headings to a post, rather than just some screen shots. You do this via the paperclip symbol on the 'Go Advanced' tab at the bottom of this screen.

That said, given that Word supports 9 heading levels with/without numbering, you should only need to resort to custom styles if you need more than that. You could, for example, use heading levels 1-5 for the body and 6-9 for the appendices. Or, if the body and appendices use the same formats, you might use, say, level 1 for the body headings, level 2 for the appendix headings and 3-9 for the shared sub-headings. Another option would be to use completely separate documents for the body and appendices, with their own heading Styles.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]