Creating Headings

This is because of the way styles are cascaded
Modify the Heading 1 style so that it is based on "No style".
Modify Heading 2 so it's based on Heading 1.
Modify Heading 3 based on Heading 2. And so on.

Link level 1 to style Heading 1
Link level 2 to style Heading 2
Link level 3 to style Heading 3