The Table of Contents formatting looks OK to me. From what I can see, font colours are being preserved (e.g. for YR3Peripheral vascular disease [PVD] 32). Do note that the Table of Contents formatting is controlled by whatever is applied to the relevant TOC Styles, not by the Heading Styles. So, if you want to apply Small Caps, as per the headings, you need to modify the corresponding TOC Styles.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]