A family of Microsoft word processing software products for creating web, email, and print documents.
Thanks - this helps make it clearer. It seems my original query was misguided - the footnote was irrelevant. What I think is happening is this (the explanation below may seem terribly long but I couldn't find the information elsewhere and it gets horrendously complex so I tried to get everything in here). Note that although the links you put are helpful, there is, I believe, a significant error ("If page numbering restarted in the existing Section, it will restart in the new Section. The formatting of the page numbering will also be copied into the new Section.") - see below.
When you add an Index (the first time), it inserts a section break (continuous) before and another section break (continuous) after.
When you update the index, it actually deletes both section breaks, before reinserting breaks in the same places.
Now in general terms - irrespective of whether there's an index there or not - when you delete a section break (between sections A and B, let's say), the part before the section break (section A) inherits the settings of the part after (section B).
Attributes/properties that can be set 'per section' include header/footer settings, page border, page orientation, and so on. Some of these may only be visible from the next page onwards: I've found the easiest way to see what's happening is to set the 'page border' for the section to one of the decorative ones like apples, cake, etc., and add some ordinary page breaks; it's also very handy to display the section number by right-clicking the status bar.
Note here that footer settings for page numbering ('continue from previous section' vs 'start at...') are stored but only 'activated' between those section breaks which specify 'at new page'. For example, having section A's footer set to 'This is section A, starting at page 10' and section B's footer set to 'This is section B, starting at page 20' - with footer 'Link to Previous' OFF and the page number set to 'start at' 10 or 20 respectively - only works if the break between A and B is a 'section break from new page'. If it's a 'section break - continuous' the page number continues from the previous section regardless of the setting. If you have A-[section break continuous]-B-[section break new page]-C, with footers set to 'start at' 10/20/30 in each section, A and B both show 10, 11, 12... but C shows 30, 31, 32... It's important that Section B will still remember its 'start at 20' setting even though it doesn't use it.
If you have a document with sections A, B, C and you insert an index into section B, it adds 'continuous' section breaks so you now have A, B1, B2, B3, C - the index's section B2 and the B1/B3 on either side all inherit the properties of section B.
When you update the index (section B2) it deletes the breaks on either side so you (temporarily) have A, B, C again, but section B has now inherited the properties of section B3 - which may have changed from those of the original B. For example, you may have changed the page number setting while in section B3 to 'start at' or 'continue from' etc. even though this is initially not displayed (the continuous section breaks store these settings for each section but ignore them until the breaks are removed!).
The index update process then reinserts (continuous) breaks, to make B1, B2, B3 again, all with the properties of B, i.e. what was in B3 before the update. In other words, updating the index copies the properties from the section after the index to the section before the index (and the index section itself). Ordinarily this won't be a problem as the index is inserted into its own space and the formatting on either side will have been the same before the index is added, and won't have been changed after the index is added. But if you do happen to have changed the formatting (e.g. page number settings) in the section imediately after the index, updating the index will override whatever formatting you have in the section immediately before the index.
I'm fairly confident that now explains fully what was happening with my document. Possibly the easiest way to avoid such confusion happening is to ensure that indices are stored in their own sections with 'new page' section breaks both before and after (not just the 'continuous' section breaks added by the 'insert index' function).