Adding Search option to Style, plus Palette menu wording change
The Format/Style window has a great many items in its left-hand list, which is not alphabetized. It makes sense to me to add a little Search box into which you can type the name of the item you want, and which will dynamically update the choices in the list as you type. This would also be useful when Text Styles is selected at left and the middle box fills up with another sea of unalphabetized options.
Typing from the keyboard to find items in onscreen lists is a metaphor that's increasingly useful in Microsoft Windows, where settings are often faster to access by searching for them than by opening Windows Settings and clicking endlessly to locate what you want. I don't have the latest version of Word, but I believe it employs this method as well.
Lastly, here is a pretty minor item that's not properly a feature request, and it's certainly not a bug report because this item currently works just fine... but I notice that in the Palette window, you create a new palette either by clicking Add Palettes followed by Create custom palette, or by right-clicking the list of palettes and clicking Insert New Palette. Is there some reason why the same command has two different names? Surely it would make sense to have both the button and the right-click menu say the same thing.