See: How to fix if a Word import fails with an error message?

As described earlier here: the Heading1 / Heading2 etc... styles in the Word document are used to split the Word document into parts: the paragraph with a heading style will be used as name of the new work items, and any paragraphs between the Heading styles are imported as the description of the work items.

The custom Word styles which are based on the Heading X style in Word as Heading styles: these paragraphs will be imported as name of the work item too.

So if you have a custom Word style which does not appear on the Word import GUI, but you want to use it as name of the Work items then you need to modify that Word style in Word to be based on a Heading X style.

The following video illustrates how to do that:

See: How to importing WMF and EMF content from Word