Learn to use Styles, especially for headings.

• Why use Microsoft Word’s built-in heading styles? by Shauna Kelly
• Understanding Styles in Microsoft Word

Do it now, before you make matters worse. The time you spend learning this, you will save in trying to fix your document.

In answer to your question about whether you can check formatting for individual paragraphs, the answer is yes, but that is the hard way to accomplish what you want.