Normally you would insert the fields as follows:

1. At the left margin of the header paragraph, insert your { StyleRef
MyStyle } field.

2. Remove the center tab stop from the header paragraph, as it will just
cause problems.

3. Tab once to get to the right tab stop and insert your { StyleRef MyStyle
\l } field.

Note that if you copy/paste this header paragraph from one header to
another, no matter how carefully you omit the paragraph mark from the
selection when you copy/paste, you will always get an extra, empty paragraph
in the header you're pasting into. You just have to select and delete it.
Displaying nonprinting characters so that you can see what's going on (as
you are apparently doing) is vital.

I suspect that your problem may be caused by having headings that, combined,
are too long for a single line, causing Word to wrap the second field to the
next line. If that's the case, then instead of using a paragraph style for
the StyleRef, use a character style applied to some portion of each heading
(more work, but it will avoid problems). See
http://sbarnhill.mvps.org/WordFAQs/StyleRef.htm

I suspect you are using manual page breaks, too.

Try instead using paragraph formatting of "page break before" on the
paragraph you want to start your new page. I suspect this will help. Manual
page breaks in Word are very strange things. Word thinks that the page break
is inside the paragraph that starts the next page; they are not a substitute
for a page break. So a StyleRef field can get confused.