Anyway I can think of would involve programming and probably take me longer to write and debug than it would take you to manually add the styles. As a step in adding the style, you could set a keyboard shortcut so you would just click in a heading and trigger the shortcut.

I'm sorry, but formatting using Styles is central to how Word works and any attempt to skip that and reproduce that functionality is an exercise in frustration.

For you to program it, you need to find what it is that makes one of your headings distinct, to a computer, and then get the computer to mark those in a given style. (If you can do this, you can also just program compilation of a list directly, but doing either would be a lot of work for me.)

Someone familiar with the use of Wild Cards might be able to do a "replace" that you could run that would add the heading style for you. Find and Replace Using Wildcards

Here are some ideas. Try this only in a copy of your document!
Try searching using wildcards [A-Z][A-Z]*[A-Z]^13 and replacing with \1 formatted as a Heading. I haven't tried it. If it does not work, make notes on what you did and close your document without saving. Repost in a new thread with wildcard replace as a part of your subject line.