No. I started work in a docx to begin with (see the post I added). I then made the changes to the headers, styles and saved Style in the Design tab, which led me to create a .dotx file located in \roaming\Microsoft\QuickStyles. I then saved as .dotx to the \Custom\Templates directory. The template showed up when I chose New, went to the Custom tab and double-clicked on the template.

I thought maybe I erred by not saving the Headers in Headers gallery, but after doing so, they weren't added to the gallery (went to INSERT>>HEADER>>SAVE SELECTION TO HEADER GALLERY).