As Dogberry says in Much Ado about Nothing, “Caparisons are odorous”, particularly when it comes to Microsoft Word vs Scrivener. Word uses a proprietary text system programmed by a special team at Microsoft; Scrivener for Windows is programmed in Qt—not even in Windows itself—and uses the text system provided by Qt. So what is done in Microsoft Word is not necessarily achievable in Scrivener, and even if it can be, is not necessarily straightforward.
I’m not a programmer, not even a Windows user—though I do have Windows Scrivener on the side to help my collaborator—nor a Hebrew user, so I have no idea where your problem lies. But I do hope that either someone can come along to help, or that the developers (eventually?) find a solution.