If you display Word's cross-reference field codes, via Alt-F9, you may find that some have a \* MERGEFORMAT switch. Deleting that switch may give you the desired results.

If you want to force cross-references to have a certain appearance, you can use a \* CHARFORMAT switch instead of a \* MERGEFORMAT switch and format the 'R' of 'REF' to whatever character formatting you require.

Press Alt-F9, then Ctrl-A, F9 when you're done to update the references.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]