Docx (use styles, page breaks at chapters, etc) works best as import to Calibre, then make an epub and convert the epub to azw3.
I'd not bother with anything other than dual-mobi (for when you don't know what someone else has) or azw3 for a Kindle (KK3 and later but not DXG), and only use Calibre. Kindle Creator is a very limited tool for people to upload to KDP rather than for real kindles.
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