Press Alt+Shift+P to insert a page field in the page number style. Select that page number. It should have your shading before you select it.



Drop down the Styles Pane. (Click on the little arrow on the bottom right of the Styles group on the Home tab.)

If you do not see the Page Number style, click on Options in the bottom right of the pane.

Change the styles displayed to "All Styles" and the order to Alphabetical.

Find the page number style. Right click on it and select Modify.

In the bottom left of the Style modification box is a Format button. Click on that and choose Borders. That will open the borders and shading dialog.

Click on the shading tab and fix it. OK your way back to the Modify Styles dialog.

Select "All documents based on this template" as the place to save your modification.

OK back to your document. Is the shading gone?