I experimented a bit and found that the {} entries can be catenated. I found to do that easily, if you first indexed only one word, you have to go to Home and click on "P" to get rid of the mark-up, then you can select the full three words easily in References -> Mark Entry. I didn't think to do this, and it made it impossible to select the three word string because of the mark-up in the middle.

But another problem in the way was and is that sometimes I select something, even a single word, and Mark All fails with nothing to mark, or something like that. I have now learned to just Mark that single entry and carry on. That succeeds. But it seems like a bug that Mark All fails, yet a single Mark succeeds. Odd.

Also, in my google reading on this, I saw someone post in about 2012 that to get index page numbering correct, YOU MUST TURN OFF the "P" mark-up display BEFORE doing Update Index for long documents. Surely this bug has been fixed in Word 2016???

Thanks for the replies. I think I've learned how to get around the issues I've encountered on this.

John