A family of Microsoft word processing software products for creating web, email, and print documents.
When you use the Heading Styles associated with a multilevel list, what happens when you press the Enter key at the end of a paragraph depends on the setting in the Heading Style definition for "Style for Next Paragraph."
So, for Heading 1 style you would want it to be Heading 1.
If you have AutoFormat as you type set for lists, you can use Tab and Shift-Tab to adjust levels.
See my pdf: https://www.addbalance.com/usersguide/AutomaticNumbering.pdf
See also Shauna Kelly's page on how to set this up: https://www.shaunakelly.com/word/numbering/numbering20072010.html