Dear MargaretMc_11,
Good day! Thank you for posting to Microsoft Community. We are happy to help you.
As per your description, it seems that you are having concern with Caption Numbering Heading style reference, need to keep the style even when the document is re-opened.
If the understanding above is right, we've done a quick test with Word version 2409, we've created a test file on local disk, change Caption Numbering to Heading 6, save the document, close and re-open it. And Heading 6 is still showing up under Caption Numbering settings as shown below:

Given this, to help you better and for the further troubleshoot, we would like to collect more detailed information you're experiencing so that we can have a further investigation:
- Would you please share some screenshots of "however upon re-opening the document the reference to Heading 6 is not retained." and the issue encountered with us?
- What about the other users in your organization, will they encounter a similar situation with Word?
- Please also share your Word version by navigating to Word> File > Account and take a screenshot as shown below:

We appreciate your kind patience and understanding that sometime the initial reply may not resolve the concern immediately or there may have some misunderstanding about your scenario, but we would like to hear the updates from your side and let's figure out the further suggestions.
If the understanding above is not consistent with yours, please feel free to post back and point that.
Your understanding and patience will be highly appreciated. We hope that you are keeping safe and well!
Thanks for your cooperation.
Sincerely,
Rhoda | Microsoft Community Moderator