Rather than only considering a VBA-only solution, IF you've been a good Word user, your document would be making consistent use of styles which would allow you to simply include a TOC which collects all your lists via those styles
For example, a TOC field like this might gather most lists in your doc
{TOC \o "1-6" \t "List Number,7,List Multi,7,List Multi 2,8,List Paragraph,7" }

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Andrew Lockton
Chrysalis Design, Melbourne Australia