That file has really weird markup, how are you generating it?
Open the docx file in word, right click on heading 3 style, go to numbering and then change list level and you will see there is a huge indent on that style. That is why you see the indent in the conversion output. Fix that and you will be fine.
As for heading 4 not getting numbering it is because its numbering style inherit the lvlid from a parent style, something I have never seen and didn't know was possible, but anyway the next release of calibre will handle that.
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