In order to make sure your Word document is clean enough for conversion, save as filtered HTML and then use Sigil to clean up the mess and make a nice looking ePub. Use that ePub with Calibre to convert to Mobi and you should be good to go.
Otherwise, you can and probably will have unpredictable results. When you are going to have your source document made into an eBook, keep it away from Word. Use a text editor.
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