Custom Styles Aren't Coming Through in Compile

I’ve got custom styles in my novel for things like text messages. They involve specific fonts, indents, and italicizing. The problem is, they don’t come through when I compile.

I’ve created a custom compile format based on the default Manuscript (Times) format. All I’ve changed is that I’ve added my custom styles into the Styles section of this custom Manuscript format. I’ve even double-checked in the settings of the custom Manuscript that the fonts, etc. are coming through correctly.

The problem is, when I compile, everything in the Word document is in the default 12pt Times New Roman, standard indent, etc. body style from the format. None of the section with custom styles applied are coming through as they should. What am I doing wrong?