I didn't mean the spacing of your headings, but that the size of your page is irrelevant. Since ebooks are read on very different sizes of displays, the reader makes the pages. Think of an ebook more as a website, which happens to have pages.
That said, yes, you should not make space in your text with void paragraphs. Just use styles. If you don't know anything about styles, google for a guide. It is easy and helps enormous.
So, for example: Your epigraphs get a style named "epigraph". That style has for example margins left and right. Then comes your heading, with a heading style (maybe do this the other was around). The first paragraph of your chapter gets it's own style, that has no indent. The normal paragraphs get the standard style, with indent. New scenes get their own style also, with no indent an a margin above.
Please keep in mind, that calibre tries to maintain the formating of these styles, but you should control this and maybe edit the css yourself.
Now a few personal opinions:
Please, keep it simple. No embedded font (only exception could be for chapter headings and if you absolutely need it for special glyphs. As few css as possible. Word often makes to much fine control, hence my recommendation to edit the css. Do something fancy only, if you know, what you are doing. People love their eReaders, because they can read in the font and size they like. That said, you could do some nice things regarding spacing around headers or use fleurons as szene breakers etc.
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