Previously you were able to upload a formatted Word document by going MORE ACTIONS > ADVANCED DETAILS > IMPORT WORD DOCUMENT.
From there you could then nominate a 'Root Page' title and select 'Split by Heading'.
With the way the document was formatted, Confluence would upload all the H1 headings as individual pages under a root/parent page.
(As explained here https://confluence.atlassian.com/doc/import-a-word-document-into-confluence-170493136.html)
I no longer have this option, and when 'editing' a page to upload a Word document it simply copies all copy from the Word document including separate headings as one long body of text.
How do I upload it the old way?