The Go Advanced button should be below the message box (in the Quick Reply form). I don't know why you can't see it. :-(

To modify a TOC style (which determines the formatting of a specific level of the TOC): Place the insertion point in a level 1 item of the table of contents. Press Ctrl+Shift+S to display the Apply Styles pane; you'll notice that the style name says "TOC 1." Click the Modify button. In the Modify Style dialog, click Format and then click Language. Make sure to specify the desired language. Click OK to confirm changes. Repeat this for the other TOC styles.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional