If your styles are cascading, change the paragraph formatting of Heading 2 to not have page break before.

I know how frustrating it can be. You have to set up all levels at the same time or you end up with different "list templates." That will give you the result you are seeing and there is no fixing it. You need to start over in a new document (template).

If you follow the directions you will have numbering that works. It is not easy but it is straightforward.