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I tried all of the answers above, some worked, but... the black rectangle came back each time I reopened the document.

In short : I had to remove all the numberings (A) and recreate the multilevel list(B).

Here is how to do it:

A: Remove the numbering

1. Place the cursor on the first Heading 1.
2. Click on the button Numbering in Ribbon/Home/Paragraph to remove the number (1 on the picture).
3. Select the whole line where your Heading 1
4. Right-Click on Heading 1 in the Ribbon/Home/Style and select "update heading 1 to match selection" (2 on the picture)

Redo step 1 to 4 for all your headings (I had to go until Heading 6). Make sure by scrolling down in the navigation/heading panel, that all the number before your headings are removed.

B: recreate a multilevel list

1. Place the cursor just before the first heading 1
2. Click on Multilevel list in Ribbon/Home/Paragraph and choose the format you want (3 on the picture).

I tried all of the answers above, some worked, but... the black rectangle came back each time I reopened the document.

In short : I had to remove all the numberings (A) and recreate the multilevel list(B).

Here is how to do it:

A: Remove the numbering

1. Place the cursor on the first Heading 1.
2. Click on the button Numbering in Ribbon/Home/Paragraph to remove the number (1 on the picture).
3. Select the whole line where your Heading 1
4. Right-Click on Heading 1 in the Ribbon/Home/Style and select "update heading 1 to match selection" (2 on the picture)

Redo step 1 to 4 for all your headings (I had to go until Heading 6). Make sure by scrolling down in the navigation/heading panel, that all the number before your headings are removed.

B: recreate a multilevel list

1. Place the cursor just before the first heading 1
2. Click on Multilevel list in Ribbon/Home/Paragraph and choose the format you want (3 on the picture). [In a comment, fl0w also suggests to select "Define new multilevel list" and construct a multilevel list]

I tried all of the answers above, some worked... but the black rectangle came back each time I reopened the document.

1. Press CTRL+ALT+SHIFT+S to open the styles dialog box
2. Hit the manage style button at the bottom of the box (right hand one of the three)
3. Click import/export (at the bottom)
4. In the right hand window of the box which appears (it should be the template normal.dotm), select the heading that is corrupted (mine was heading 4)
5. Click on copy and select yes.
6. Click close, wait a couple of second before the black rectangles disappear.

Edit: well... when I changed the folder of the word, the black rectangles came back. I found a quick not permanent fix.

1. Place the cursor at the end of one of the corrupted heading.
2. in the ribbon, right Click on the Heading number corresponding to the corrupted heading.
3. Select "select all: XX instance(s)" (if it's written No data select that and then redo step 3)
4. Again, right click on the Heading number corresponding to the corrupted heading.
5. Select "Update Heading to Match Selection"

I tried all of the answers above, some worked, but... the black rectangle came back each time I reopened the document.

In short : I had to remove all the numberings (A) and recreate the multilevel list(B).

Here is how to do it:

A: Remove the numbering

1. Place the cursor on the first Heading 1.
2. Click on the button Numbering in Ribbon/Home/Paragraph to remove the number (1 on the picture).
3. Select the whole line where your Heading 1
4. Right-Click on Heading 1 in the Ribbon/Home/Style and select "update heading 1 to match selection" (2 on the picture)

Redo step 1 to 4 for all your headings (I had to go until Heading 6). Make sure by scrolling down in the navigation/heading panel, that all the number before your headings are removed.

B: recreate a multilevel list

1. Place the cursor just before the first heading 1
2. Click on Multilevel list in Ribbon/Home/Paragraph and choose the format you want (3 on the picture).

I tried all of the answers above, some worked... but the black rectangle came back each time I reopened the document.

1. Press CTRL+ALT+SHIFT+S to open the styles dialog box
2. Hit the manage style button at the bottom of the box (right hand one of the three)
3. Click import/export (at the bottom)
4. In the right hand window of the box which appears (it should be the template normal.dotm), select the heading that is corrupted (mine was heading 4)
5. Click on copy and select yes.
6. Click close, wait a couple of second before the black rectangles disappear.

Edit: well... when I changed the folder of the word, the black rectangles came back. I found a quick not permanent fix.

1. Palce the cursor at the end of one of the corrupted heading.
2. in the ribbon, right Click on the Heading number corresponding to the corrupted heading.
3. Select "select all: XX instance(s)" (if it's written No data select that and then redo step 3)
4. Again, right click on the Heading number corresponding to the corrupted heading.
5. Select "Update Heading to Match Selection"

I tried all of the answers above, some worked... but the black rectangle came back each time I reopened the document.

1. Press CTRL+ALT+SHIFT+S to open the styles dialog box
2. Hit the manage style button at the bottom of the box (right hand one of the three)
3. Click import/export (at the bottom)
4. In the right hand window of the box which appears (it should be the template normal.dotm), select the heading that is corrupted (mine was heading 4)
5. Click on copy and select yes.
6. Click close, wait a couple of second before the black rectangles disappear.

Edit: well... when I changed the folder of the word, the black rectangles came back. I found a quick not permanent fix.

1. Place the cursor at the end of one of the corrupted heading.
2. in the ribbon, right Click on the Heading number corresponding to the corrupted heading.
3. Select "select all: XX instance(s)" (if it's written No data select that and then redo step 3)
4. Again, right click on the Heading number corresponding to the corrupted heading.
5. Select "Update Heading to Match Selection"