@KasperDK
The first part of your describtion sounds as if the headings disappear and the second part as if a heading style is not applied also you applied it.
Let me go to the second part.
I would do the following:
- Take a brand new file
- Type a line with a carriage return in the middle
- Apply a heading style to this line from the style drop down box
- Place cursor in the somewhere in the text of this line
- Open the style window (F11)
- select the heading style you applied
- right click on the style and select "modify"
- check if the settings match with what you see or what you expect.
If you still have a problem, please report your findings and you will get some help.