If Word’s Navigation Pane and Table of Contents ever show different things, you’re not going crazy and Word isn’t broken. The reason is a distinction Microsoft rarely explains clearly: Heading styles and Outline Levels are two separate properties that usually go hand in hand, but don’t have to. Understanding which list uses which setting is the key to getting consistent, predictable results from Word’s document structure features.
Microsoft talks about ‘Headings’ quite loosely and that can leave users confused about what’s appearing in various listings of a Word document structure.
We’ve talked about the difference between Heading styles (Heading 1, Heading 2 etc) and the underlying Outline Level before. See When Word ‘Headings’ aren’t really headings and Word bug alert: Headings in Tables don’t always appear
Confusion continues because Word has various lists of ‘Headings’ that really show slightly different things.
For many people this doesn’t matter because they’ll only use Heading styles with in-built Outline Levels. However, the difference is crucial for more complex documents or documents converted from other formats.
Navigation Pane
The left-side pane is titled ‘Headings’ but really displays Outline Levels only.
Here’s an example. A paragraph with a custom style (‘NotaHeading’) but an Outline Level (marked OL3 for clarity) appears in the Headings part of the Navigation Pane.

Table of Contents
A Table of Contents shows both Headings and Outline Levels as the default but can be changed. That’s not clear from the main Table of Contents dialog. It talks about ‘Show levels’ meaning ‘Outline Levels’ not Headings.

The difference is only shown if you choose Table of Contents | Options. The automatic choices are to show Heading styles 1, 2 and 3 plus any Outline Levels.

Insert | Link in this document
The third list of Headings is Insert | Link | Place in this document (Ctrl + K) . This list shows Headings and Bookmarks – not other Outline Levels.

At least here the labelling is accurate. ‘Headings’ shows only Heading styles not other styles with Outline Levels.
Word Bug Alert: Headings in Tables Don’t Always Appear
Table of Contents Basics in Word
Word Links: Three Ways to Make Internal Clickable Links
Blank Spaces in Word Navigation Pane
Make a Better PDF from Microsoft Word Using the Hidden Options
Add Shortcuts for All Word Heading Styles
Boost Your Word Workflow: How Outline View Keeps Headings Perfectly Aligned