This seems to work for multiple levels of an outline list
Selection.Range.ListFormat.List.Range.Select
If you have restarted lists then the selection stays within the one block but if the numbering continues from a previous block then you end up selecting both blocks plus the bit in between.
So the macro to add a keep with next to the second last paragraph would be
Code:
Sub Mac2()
Dim aRng As Range
Set aRng = Selection.Range.ListFormat.List.Range
If aRng.Paragraphs.Count > 1 Then
aRng.Paragraphs(aRng.Paragraphs.Count - 1).KeepWithNext = True
End If
End Sub