Given that Word provides 9 Heading levels, if your heading levels for the body & appendices use different heading ranges, you should be able to format them to look the same but have prefixes or whatever, in the body or appendices only. With such an arrangement there also shouldn't be any issue with the TOC.

As for the separate lists of figure captions for the appendices, you can, of course, include the heading levels in the captions (e.g. Figure 1-1, etc.) and you don't need to have any of that appear in the TOC - simply don't use a heading for them. If you want the caption titles to appear, though, use a heading Style for those and use a Style Separator to join those with the caption labels.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]