Formatting in Word desktop versus word for web

I am having issues with formatting NOT remaining the same from when I create a Word document locally (and saved on Dropbox app) to once it is being edited in Word for the Web.

 

I have noticed that specific "Style" formatting in Word for Web doesn't match the formatting when viewing the document in Word itself.

 

Is there a way to update the styles formatting in the Word for Web to match the styles formatting in Word desktop?

 

E.g. When in my local Word app, I use Styles set to Palatino Linotype for HEADING 1, 2, 3. All of my body text is also Palatino Linotype (Normal). My Table of Content  also is showing correctly in Palatino Linotype. 

When I open the same document in Word for Web all of my headings (1,2, and 3) get converted to Calibri. My TOC also changes to Calibri as does my body text for bulleted lists. 

 

This is massively problematic when I or anyone else goes to edit the document in Word for Web as it looks like the formatting is wrong. However, if anyone was to open it on their desktop it would look as it should. How do I get the Word for Web formatting to match what I see and do on desktop? 

 

Note: I use Chrome on a Mac. When I open Word for Web I see the option to use Palatino Linotype but even if I revise the formatting in Word for Web with Palatino L. it will convert back to Calibri at some point due to other edits made. Basically, the option to use Palatino L. is there but it doesn't want to stay that way.