The default is to display the top three levels. I assume this is what you are seeing.
I do not know if this is available in Word 2016 as I do not have it. It was not available in Word 2013.
You should be able to collapse headings in the document itself and that sticks with the document.
See
this thread, especially Stefan Blom's response on January 12, 2015.
http://answers.microsoft.com/en-us/o...c-3c54d36eadcb