A workaround for you might be to make some artful use of Word’s search and replace capabilities. I believe you can accomplish what you want in one step.
Basically, what you are needing to do is apply Heading styles to certain paragraphs once you get into Word. So, if you can make those paragraphs searchable in Word, you can do this in one move by Search and Replace. Actually, you will need Word’s “advanced search and replace function” (which is their new name for their old not-dumbed-down search and replace function).
So all you need is a way to “mark” each paragraph to be put in heading style in Word.
There would be many ways to do this, but what will be the right way depends on how you work, since whatever “mark” you choose needs to be a kind of mark you do not otherwise use for something already.
For simplicity, let’s suppose your TOC only has one level (non-hierarchical). You could, for example, tag your TOC-ready paragraphs by paragraph indent. Or by highlighting, say, the first words in it. Of you could front each such paragraph with a tab character (or special symbol, e.g. §). For all of these are searchable things in Word.
Then, when you compile to Word, you can use advanced search and replace to, for example, SEARCH for all § symbols and REPLACE ALL with paragraph style ‘Heading 1’. This will not actually replace the character, but will find each paragraph that has that character in it and set that paragraph to that style. (You can then do a quick Search and Replace All to actually the § characters to null strings.)
It’s a workaround for sure, but eminently doable. In fact, I guess it can be done so as to be just one additional step more than you would be doing anyway.
There are, no doubt other ways to “mark” your intended paragraphs that you could use here. An interesting one to note is search and replace by paragraph indent. This means you could do the above in a single pass, if your intended paragraph were identifiable by indent, because you can search for that inch-level of indent in Word and “replace” it with Heading 1 style – which, of course overrides the indent setting. Voila! (The indent setting(s) you need are also things you can make Scrivener paragraph presets for and attach to key commands for maximum convenience.)
-gr