Thank you all for the replies.

I managed to almost solve it, by using Heading 6 for appexs. In that way I can benefit of automatic numbering for captions.

I don't want to manually hardcode the references, since is a template that should be used by more people, and not everyone knows how to do it.

What I don't know how to fix is the headings, to be at the same level. It's funny because before sections 1. 2. 3. ecc I have some Headings 8 for the list of figures and the Content, and there are at top level like numbered sections.

There is a way to trick word to put my Heading 6 at the same level than previous sections rather than "inside" the last one.

I can upload a new document if my explanations are not understandable.

Thanks!