InDesign Paragraph Style won't apply / change

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Im hoping someone might be able to help me troubleshoot an InDesign question. Im a beginner-to-intermediate user.
I am unable to apply my Paragraph Style to a number of my text boxes. I have tried holding Opt/Alt while choosing the PS with no luck. I have also checked for local overrides and character styles, and there appear to be none. The fly-out menu from the Paragraph Styles menu is almost all greyed-out, so it won't let me select the Clear Overrides option.
However, when I double-click the text box to go into the frame, I am able to select the text directly and then apply the paragraph style to it directly inside the frame. This seems weird; Im hoping there's a way that I can just select the frames normally and apply a paragraph style as usual.
The text came from a Word document that was flowed into each chapter, if that gives any help.
Looking forward to some advice. Cheers, -Ben

P Spier, thank you very much. What is the work around then to achieve this? Simply selecting all the text in all of the threaded frames and applying the Paragraph Style directly to them? Is it possible to select all of the threaded frames at the same time and apply the Paragraph Style to it? Advice for best method of practice is much appreciated.

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Hi Chris.
Good news. I cant tell you how happy i am for all your help ;-) and you other guys.
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This picture are illustrating the outcome I would to get to....

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I've had this problem for a long time, and sometimes it resolves itself, sometimes it doesn't. Finally I'm begging for help.
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Sorry, that last message wasn't supposed to send (if that's not obvious!). I was writing it and got interrupted. Damn iphone.
I know why there are two numbers. This is not an issue. What I didn't finish writing was that, the note number before i bullet it is a different font/ format. Again, not a problem. Here is something interesting, though. If I delete that original number by placing the cursor in the middle of it (say a between the 4 and 2 of 42) then delete everything by Shift+arrow forward, press delete then delete the rest of the unnecessary characters, THEN apply the style formatting, it works just fine. Is it something to do with the character codes of those original note numbers?
Word drops in so many hidden codes that it screws everything up!

InDesign Paragraph Style won't apply / change

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