See this thread: https://answers.microsoft.com/en-us/msoffice/forum/all/working-with-captions-and-normal-template-within/9ade28cd-0edb-4bbc-ad3b-1f9dbb234eda
Here is a macro named CaptionLabelBoxAdd. You would change the line
Const myLABEL As String = "Box" ' change to "Appendix"
to have your label between the quotation marks.
Sub CaptionLabelBoxAdd()
' Andrew Lockton and Charles Kenyon 7 June 2021
' https://answers.microsoft.com/en-us/msoffice/forum/all/working-with-captions-and-normal-template-within/9ade28cd-0edb-4bbc-ad3b-1f9dbb234eda
' Adds label for captions "Box" to system
'
Const myLABEL As String = "Box" ' Set this to the label you want including capitalization
CaptionLabels.Add Name:=myLABEL
MsgBox "The Caption Label: " & myLABEL & " has been added to this computer!", vbInformation, "Success!"
End Sub
You could put it in a special macro-enabled document with the macro named AutoOpen instead of CaptionLabelBoxAdd. Tell your colleague to open the document and allow the macro to run and your label will then show up in the Cross-References Dialog's listing. This macro can be run multiple times without harm.