Fraser:

Word creates cross-references by creating a bookmark around the part of the
caption you want to x-ref, then inserting a REF field to create the actual
x-ref text.

I think you've added the manual page breaks after creating the x-references
(i.e. after Word put a bookmark around the caption label and number). And
you've unknowingly added them INSIDE the bookmarks, thus including them in
your x-ref.

Even worse, I don't think you can show the invisible kind of bookmarks that
Word uses for x-references, so there's no visible indication that you're
creating a problem.

To see the mechanics of this problem...

Try right-clicking the x-ref field and clicking Toggle Field Codes to see
the _Ref bookmark used. Select that long bookmark name shown (the one that
begins with _Ref999...). Then click Insert > Bookmark and paste that name
into the Bookmark Name box. Then click Go To.

This will jump you to the bookmark AND select the bookmark. You should see
the caption selected, PLUS your manual page break. I.E. the page break is
part of the selection because it's inside the bookmark.

To just fix it...

Delete the manual page breaks and verify that when you update the x-ref
fields (Ctrl+A then F9, or just toggle into and out of Print Preview) they no
longer include the page break.

Add a paragraph and the manual page break before the paragraph in front of
the caption, repeat the update to make sure it's not there again (there will
be an extra paragraph though) then go back and delete the extra paragraph.

When you've got a proven method for adding your page break outside the
bookmark, you can work "blind."

Also... Maybe a better solution...

Consider adding Page Break Before to the definition of your figure style, or
manually to those long figures in question. That won't show up in the x-ref
like your manual page break, because it's not an acutal character or anything.

Bear