Word has no built-in functionality for doing this. Although you could use a complex combination of IF and STYLEREF fields to test whether the Heading 4 or higher that starts a page is the same as the one that ends the page, then use the results of the IF tests to conditionally output the relevant heading reference plus '(continued)', I can't see how you could prevent '(continued)' appearing on a page that actually starts with a Heading 4 or higher.

The only way to achieve what you're after via a macro would entail using Section breaks so the corresponding page headers could contain the heading references plus '(continued)', but that would make subsequent maintenance of the document a nightmare.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]