Change Case Trouble in Header

[Dodane]

In my document, I have several chapters and for their titles I use:

Heading 1 = Chapter Title, and above this:
Heading 4 = CHAPTER NUMBER (CHAPTER 1, 2, 3.....) (all caps and spaced)

In the margin of the headers for odd and even pages I want to write Chapter
1, 2, 3, ... and so on, but in Title Case letter style this time.

For some unknown reason, I cannot do that. MS Word keeps the letter
formatting to all caps, as they are in the Title (Heading 4). In the spot in
the header where I want the Chapter Number to be inserted, I do Insert >
Field > Links and References > StyleRef, I deselect "Preserve formatting
during updates", go Options > Styles > Heading 4. My Chapter Number appears
in the right spot, but in Uppercase letters. I select the text, go Format >
Change Case > Title Case.

Everything looks good, but if I close and re-open this document again, the
Chapter 1, 2, 3, .... in the Header is there but in Upper Case again.
Something is wrong, and I don't know what. Maybe I am not supposed to use
Heading 4 for Chapter Number, or what ?

Could you please give me a hint ...... Thank you !.....