Which setting?
There are different settings for different sources. I showed you my settings which are to retain formatting except when pasting from an external program source (web page).

Where are you getting the text you are pasting?

Thanks for coming back to me.

First of all, I was wrong; I thought I had copied your settings exactly but now note that you have "show paste options button when content is pasted" checked. On mine it was not and, when I check it, find I can copy from the web or other documents and the formatting rules stipulated will be obeyed.

Not sure why this is - so much of Word is a mystery to me, but I am now out of the hole, and very grateful for your help.

(Still maintain that Ctrl-Shift V works well and am surprised that Microsoft do not use it.)