You should use:
While .Execute = True
To do stuff only if something found.

You code is asking for a word or phrase to search for. If found, it checks
whether it is one of the heading styles. If it is a heading style, you try
to make Bold (already bold, isn't it?) and uppercase.

Did you want to expand to the whole paragraph, before doing that?
SearchRange.Expand Unit:=wdParagraph

But if you mess with the SearchRange range with expansion, then you should
reset it before the Wend with:
SearchRange.SetRange = Start:=SearchRange.End, End:=ActiveDocument.End

If a chart is in a frame, then this might be enough:

If Not SearchRange.Information(wdWithInTable) Or _
SearchRange.Information(wdFrameIsSelected) Then
...Select Case ...
End If