I had a look at the internal content of the Calibre Quick Start Guide EPUB, and I can't identify any reason for those particular headings to be missed out of the NCX file in the MOBI conversion.
And I'm afraid I'm very much a beginner when it comes to Calibre, so will have to hope that someone else looks in on this thread who is able to answer these questions, XRaySpeX. Sorry!
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