1. You can have multiple margins in a page using continuous section breaks. This is generally a very bad idea, though. It causes real editing headaches. Margins and Indents in Word
2. Again, you want to be using the procedures set forth in How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly
3. That said, see Number Alignment 2007 and later by Suzanne Barnhill, MVP, which may have an answer for your problem. Look at aligning on punctutation in that page.

1. Lost in translation here. I have no issue with break and sections
2. Been through the documentation, I am very familiar with all that already.
3. If I am not wrong, article talks about alignment by the dot for numbers in text/table (and not for automated list numbering)

Your answer has been helpful. After different tries, I found out that formatting of paragraph itself (here "Normal_Number) need to be adjusted... made some progress although not getting what I want.

Oddly, paragraph "Hanging" and list's "text indent at" are linked... if you change value of one, then value of the other is also changing.

I shall revert back tomorrow but will tell my boss that anyway, numbered list right-aligned to the dot is pretty ugly, numbers are aligned with headers and it makes the number float.

Thanks for your help