The way I normally use the style separator is to have two separate paragraphs formatted in different styles. At the end of the first paragraph, just before the paragraph mark, I press Ctrl+Alt+Enter. That gives me the separation.

In your case, I would put the "." at the beginning of the second paragraph, followed by a space. When I try doing it before the final period in a paragraph, it moves outside the period. This may have something to do with "smart selection."