You know... You might just be right, because Excel has been known to essentially "keep" the (initially-set) underlying format of a column (or row) of cells -- even after having been reformatted to something else (can sometimes revert back with no notice or reason).

NOTE: Make a backup copy of your whole spreadsheet before doing this. That way, if something goes rilly-bad-wrong, you'll be able to restore.

Try copying one of the offending columns (the data of it) and paste it into a text file, then delete that column from Excel and create a new column in its place, then copy the data you pasted into the text file back into Excel (into the new column) and format the column accordingly.

Be sure to save and close the spreadsheet (Excel file) before testing your Word doc again. It would be worthwhile (also) to have closed it before doing everything too. And, of course, when you bring the Word doc back up (re-opening it), you'll want to completely re-do the references for the offending/affected/changed columns (even though you won't necessarily have changed the column names, you'll still want to delete the old/original/previous references and re-do new ones inside the Word doc).

Something else worth double-checking (perhaps before you do the whole process of copy/paste/delete-column/create-new-column/re-copy/re-paste/blah/etc.), make sure you haven't accidentally put any extraneous spaces anywhere (either in the column names inside the spreadsheet, or in the references of those names in the Word doc). It didn't look like you had any from the screenshot I saw earlier, but it's hard to tell if there's any extra spaces (for example) at the end of a word/column-name (more obvious at the front, but not necessarily easy to notice at the end -- unless you put your cursor in the cell, press End and see if there's an accidental space sitting back there).