The hierarchical heading system implimented through styles, outline numbering,
TOC entries etc. is very useful, but cannot cope with one particular situation.

It is not uncommon, toward the bottom of the hierarchy (around heading5 or
heading6) to want the heading and the following text to appear on the same line:

5.6.2.III.a HEADING5  This is the start of the paragraph text following the
heading, so that little space is consumed on a minor item but the word
'Heading5' and it's references still appear in the TOC etc.

We cannot currently do this in any way I can discern.

A simple [1] change to the paragraph style, allowing users to specify 'No
paragraph mark' would allow this sort of heading to be specified with no other
changes, and would also allow some innovative 'freehand' formatting based on the
use of styles.

OK, the purists would object to the idea of two paragraphs on one line, and if
we were starting from scratch we could generalise a new sort of entity, a
'block' that had a different name.  Bit late now.  

[1] Yes, I understand that it might not be simple for the poor souls coding the
rendering of the page.