I am now aware that I have done everything wrong that can be done wrong when I submitted this thread:
- It has a weakly chosen title
- It is placed in the wrong category (could so. move it to Word VBA?)
- I didnt' tell you anything about my setup. (Strong machine: 16GB RAM, i7-Processor, Win 8, Office Pro 2013)
I am sorry about that!

Also, the main question is not clear:
--> How would an experienced vba user (you) engage the outlined problem?

To clearify the problem:

There is a large html file that uses many different css-stylesheet based styles (headers, paragraphs, code blocks, tables, figures, captions, etc.

The outcome needs to be a nicely looking and printable Word/PDF document.
- Many different styles (Different header levels, paragraph styles (Regular, Code, Notes, Captions)
- Consistently styled images and tables
- Table of Content, Table of Figures, Table of tables (?!)
- ...

A short outline of your first thoughts engaging this problem would be very helpful for someone that touched vba for the first time two weeks ago (me).

Again, thank you very much!