If Word does not obey the defined font style in the Index
You may have created an Index in your Word document, that won’t obey its own style, using a different font family than the one you defined.
To solve this problem, first click somewhere inside your Index and see the name of the style that the Index is supposed to use. If the style is not visible in the list at the top bar of Word, click the little arrow at the bottom right corner of the relevant section of the toolbar to open the larger list with all styles. Right click on the style name to modify it and make sure if indeed the style uses the font settings that you want.
Now that you saw the name of the Index style and also are sure that the style is defined as you wish, select the entire Index, then click on the style name to apply the style to the Index. Then right click on the Index itself and select the option to update it.
Note this strange problem. You may do everything above, still not being able to have your Index formatted in the font of your choice. Check the name of the font Word uses for your Index, contrary to your adjustments.
Now check in the Control Panel the Fonts applet: is that font listed there? If not, this is the reason of your trouble. If you install this missing font, Word will stop using it for your Index! and it will let you choose the font you defined in the Index style.
Perhaps this happens only if the missing font is a main system font. In my case it was “MS Mincho”. I had this font removed, since I don’t write Japanese, but Word needed it. When I installed it back in the system fonts, Word started using the font I wanted in my Index!