Each cross-reference in Word is actually a REF field. It
depends on a hidden bookmark, which is created by Word
when you insert the reference. If you select the entire
heading and type something different, then you're actually
replacing both the text and the bookmark of the heading,
which means that the cross-reference is to a non-existing
bookmark, which is why it doesn't work any more.

One way to work around this problem is (as you've already
seen) to avoid replacing the entire cross-referenced
heading.

Another method would be to manually create bookmarks for
the items you want to reference, and then, at the desired
location, insert a REF field with the proper switches. For
more information, see Word Help.

Does this help?

Stefan