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To put the content of a specific style in the header/footer, choose Insert >
Field and select StyleRef (from the Field Names list). Click the Options
button to access the Field specific switches and a list of Styles. These
should be easy enough for you to figure out.
I don't know about the color palettes. You could try Tools > Customize >
Toolbars, select the toolbar in question, and click Reset. Otherwise, you
could use the commands tab to locate the pallettes and drag them back onto
your toolbars.
The best way I can figure to handle table breaks is to choose Table > Cell
Height and Width, and clear or check the 'Allow row to break across pages'
check box to give the behavior that's best for your tables. To have Word
repeat the heading rows after an automatic page break, select the first one
or two or three rows (your heading rows) and choose Table > Headings. This
flags the rows as heading rows.
I've never found a way to repeat footers or integrate a "Continued" legend
for automatic page breaks in a table.