[Quoth]

Your MS Word document isn't using Paragraph styles properly, or it's not a standard kind of docx.

Note you can't use the same MS Word document for PDF and epub. The copy for epub should have:

1. Only one page style.
2. A heading style with automatic page break where you want page breaks.
3. No headers or footers or page numbers
4. No Floats, all images anchored as characters.
5. Only "direct formatting", for at most, bold/strong, italic/emp, superscript and subscript.
6. Avoid drop caps. While they can work, often they don't.
7. No drop caps as images.
8. Named styles for all headings and paragraphs.
9. Lists only by paragraph style and direct entry of numbers etc that looks like a list format.
10. Only use fonts with free distribution and not too many.
11. Only black text and plain paper (no backgrounds)
12. Images can be colour but must be embedded. Replace transparency with white. Note that they will work in colour on apps but actual ereaders only have black, white and 14 greys.

We do the epub first and proof it on an ereader. Then a copy is made of the final wordprocessor source and it's then edited for PDF by adding page styles for front matter, contents, chapter first page, left page, right page, end matter, with suitable variations of page headers, footers and numbers.

Doing it for ten years, MS Word and now LO Writer.