I’ve created a style called ‘Caption’ which is centered, italic, Lato 11 pt. The Caption style is reflecting this in the dropdown, But, when applying this style to the text all but Italic is applied.
I’ve redefined the format of the style several times to no avail.
Going by the screenshot, the “Caption” style is a paragraph-only style. To include italics, redefine the style and choose “Save all formatting” from the dropdown menu, and then check both boxes below that to include the font size and family.