Would I be right in thinking you are compiling to PDF or to print? If you are, know that the Windows version currently has issues with those destinations and what you describe sounds a bit like them. Furthermore, I think the answer to your titles is Format → Paragraph → Keep with Next, but again it seems there is a problem with that for PDF/print. See:
As MM says in that thread, the solution is to compile to RTF/DOCX, open in Word and print or create your PDF from there.
Otherwise I’ll leave a Windows pundit to help you further.
Mark