If you're using MSWord then you should style your headings with one (or more) of the built-in heading styles ('Heading 1', 'Heading 2', ... etc).
For example if you styled your chapter headings with Word style 'Heading 2' then this is the equivalent of using <h2> HTML tags and you should set Convert - StructureDetection - Detect chapters at to //h:h2
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