While there isn't an NVDA command for this, it is possible in Word:
1) Press CONTROL+H (This is the replace command, but it ensures the dialog opens, rather than the task pane)
2) Press ALT+M to activate the "More" button to show more options (if already activated the button becomes "Less" and alt+m doesn't do anything further).
3) Press ALT+O to open the Format button / menu.4. select the 'style' button from this menu
5.select the heading level from the dialogue box which appears next
6. press alt F to find next
7. press ESC to close the find dialogue box
8. use the up and down arrow keys with ctrl to navigate between headings while in focus mode