If the number only showed up on page one of a section, it's likely that the "Different First Page" setting was checked. With that selection, the header for the first page of the section had the number, but the separate header(s) for "the rest of the pages" didn't have a number.

In a "worst case" layout, it's necessary to have a "first page header/footer," an "odd page header/footer," and an "even page header/footer," each of which is a separate and independent setup.

There has been some variation among the Word versions, but since "Word 3.5 for DOS" (when I first started learning the tricks) some versions haven't clearly identified which header you're editing when you open one of them. (The ident is usually there, but not necessarily obvious.)

John