Direct formatting may be lost when paragraphs are reformatted in Normal style; that is true. The rule is that if more than 50% of a paragraph has direct formatting, that formatting will be cleared when a different paragraph style is applied.

Copying the text in smaller chunks has advantages, as you have noticed, because it gives you more control. Of course, it may be time-consuming!

On the other hand, if there are undesired styles in a source document, and those styles are not applied to text, you avoid bringing them into a target document by omitting the final paragraph mark (¶) of the document when copying the text.

To show/hide paragraph marks, as well as other nonprinting marks, click the ¶ button on the Home tab.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional