First, create the entry in Word, not Excel.

Make sure the paragraph mark is not selected when you create the entry. Showing non-printing formatting marks in Microsoft Word

Create a separate character style with TNR and apply that to the text. (There may be other, better, ways, but that one should do it.)

Chances are that your text when you created it was formatted using the normal style, which in your creation document was TNR but which is not in your destination document.