Hello,
Please note this is not a phpdocx question but from the WYSIWYG or the settings you are using. We recommend you read the WYSIWYG documentation.
If the WYSIWYG or settings you are using require using specific custom paragraph style names applied to headings, you can set them with phpdocx easily. On Working with headings using PHP methods and HTML contents you can read more information about this.
Regards.