Are you referring to an automatically generated list of headings in page order? In that case, you are describing a table of contents, not an index. You can always build a TOC on the built-in headings, because you can modify them to suit the needs of your document. See http://www.shaunakelly.com/word/numb...fcontents.html.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional