How to use multiple styles within a single paragraph in MS Word

The only way you can achieve this is through the use of Character styles. Character styles are intended for small portions of text like captions and footnote referencing. You can use a paragraph style for your main paragraph text and then apply the character style to the 'Section One' text.

For further reading see here: https://support.office.com/en-us/article/Style-basics-in-Word-d382f84d-5c38-4444-98a5-9cbb6ede1ba4#bm2a

Use a style separator. It's explained at http://www.addbalance.com/usersguide/complex_documents.htm#Style_Separator

The link will land in the middle of web page where you will see a graphic and explanation of what you are trying to accomplish.