OK, re-start Word then check if it works with Section breaks in this or another document?

If it doesn't work in either, you should probably run a repair via Programs & Features in the Windows Control Panel.

If it works in a new document but not the existing one, that suggests some form of document corruption. In that case, try inserting a paragraph break at the very end of the existing document. Then copy all of the content, except for that final paragraph break, and pasting it into a new document. The new document should be free of the corruption.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]