Thanks for the details! I can confirm the two issues you describe with page breaks that directly precede styled paragraphs.
It looks like the best functional workaround at this point is to leave an empty line between the styled paragraph and the page break. That is not at all ideal for a word processing document (you may have noted my example was double-spaced, that’s my mistake for using a Markdown starter project to test with), but if you definitely must have page breaks and styles together in the text, I think that’s the only way to do it.
In this case the the first ¶ mark will appear in big font. I would have expected the second paragraph mark to appear in big font, while the first one be normal.
Yeah, setting aside for the moment whether the whitespace markers should even be using the font settings of the text around them (I find that a bit off-putting), there are longstanding issues with paragraph styles “consuming” the paragraph break they follow rather than staying contained within the one line. It’s possibly why the page break is being destroyed when changing the style assignment, but it causes other problems as well—particularly in plain-text workflows where you might be using styles to insert syntax around paragraphs. Having the prefix start on the end of the previous line can make a mess of things. So that one is documented, but it might be related to the other issues.
By the way, while I was checking the ticket database to see if these issues were already recorded, I noticed there is a bug where using the command to convert formatting to default settings will wipe page breaks. If you think you might have run that command in the past, that would explain the disappearance.
Thanks again!