Try this:
1.Click in an affected paragraph.
2.Click the Home tab on the Ribbon.
3.Click the arrow in the lower right corner of the Styles section.
4.The style for your paragraph should have a bold box around it. You may have to scroll down to find it.
5.Hover the cursor over the style. A listbox arrow should appear. Click it.
6.Select Modify from the list box.
7.Click the Format button and select Paragraph.
8.Make sure the value in the After combination box is zero (0).
9.Click OK.
10.If you want this to carry forward to other documents based on the template this one is based on, click the radio button for New Documents Based On This Template.
11.OK out of everything.
All paragraphs in the document with that style should adjust themselves.
When you close your document, you may see a warning message asking if you want to save the changes to Normal.dotx. This is an anti-virus measure, intended to alert you that something has changed in Normal.dotx. In this case, you made the change, so you want to accept it.
I can't be sure why your style change to spacing between paragraphs isn't taking, but I do know that some "changes" Word doesn't consider important enough by themselves (that is, with no text changes accompanying them) to save. Try adding a character to the text, then backspacing over it to get rid of it to make Word think it should save the style change.
Or add it to the procedure above.
Hope that helps.