There is no automatic way.
On each such heading, you could make it a hyperlink to the level above and insert a screen tip in the hyperlink.

A better way might be to change your numbering so that the numbering reflects the higher level. i.e.

1. heading 1
1.A heading 2
1.A.1 Heading 3

How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly

You could also be using a StyleRef Field in your header/footer to reflect the current level by repeating the heading there.