The Word embedding utility dexEmbed by The Editorium generally uses paragraph numbers as the reference field “page numbers” (though you can choose a different level of granularity). So one of the first steps in using dexEmbed is to number the paragraphs.
The next step when using dexEmbed should always be to check the paragraph numbering: Tell dexEmbed to go to a specific numbered paragraph. I tend to choose the second-to-last paragraph in the document as my first test. If dexEmbed goes to the proper paragraph then celebrate and get on with indexing.
If it does not go to the correct paragraph number, try accepting changes. It could be that one or more empty paragraphs have been marked for deletion; until these paragraphs are actually deleted, Word gets confused about its paragraph numbering.
Why is it so important to check the paragraph numbering? Because if dexEmbed is going to the wrong paragraph numbers, then it will embed the index tags in the wrong paragraphs.
And remember: After you finish indexing the first chapter, do a test embed to be sure everything works. And to give yourself time in case it doesn’t.