I've seen this "style lock" trying to juggle multiple styles in the same line for some time due to using the third level of the APA Format Style. I used Word versions 2007, 2013 and 2016 and things worked well until the style lock occurred last month. Although it sounds like it should work, the style separator didn't break the lock. But today, I found a work-around.
Today I changed the document to a Macro Enabled document, but no style difference. Next, I double toggled the link styles box check mark at (CTRL+ALT+SHIFT+S) and then used the style boxes at the top of the screen to set the style for a selected word in the heading instead of the styles drop down, box.
It works, as long as I use the style boxes at the top on the highlighted word.
Then I saved it back as a Word Document (2016) and it still works. So, it looks like the toggling affect seemed to bring this function back, but only for the top boxes.
Then, working on a paragraph, another style lock-out occurred. When I try to change it again it won't. So, I CTRL-X (Cut) the heading out, make everything Normal style again, paste it back, and now it works again. And it works with the drop-down box, and for any style, but I still don't understand what toggles this feature off and on. Working it again, the style lock occurs, so I changed everything back to normal, highlight just what I care to change, and then it works and works even on the drop-down box.
I also examined the style and paragraph of the heading and there was a drop down in the modify the style menu- but changing the style in the "style based on:" box didn't break the style lock. Clearing all styles from a paragraph didn't break the lock either.
But it is working now, so thanks to all who posted.