In Word VBA, after Range.InsertParagraphBefore, how to set the style on ONLY the inserted paragraph

When I run this code, I get almost everything I want, except that both the inserted paragraph and the one after it are set to style=Heading 3.  I only want the inserted paragraph set to Heading 3.  I can see why it happens --- InsertParagraphBefore extends the range rather than resetting it, which is not what I want.

Sub InsertIndexHeadings()
' INSERT ALPHA HEADINGS IN INDEX
' Go through every paragraph with style=index1 and if its first letter is different from the first letter of the
' previous paragraph, insert a new paragraph with n-dash letter n-dash and set it to style Heading 3.

    Dim para As Paragraph
    Dim sty As String
    Dim first As String
    Dim current As String
    Dim rng As Range
   
    current = ""
   
    For Each para In ActiveDocument.Paragraphs
        sty = para.Style
        If sty = "index1" Then
            first = UCase(Left(para, 1))
            If InStr("ABCDEFGHIJKLMNOPQRSTUVWXYZ", first) > 0 Then
                If current <> first Then
                    Set rng = ActiveDocument.Range(start:=para.Range.start, End:=para.Range.End)
                    With rng
                        .InsertParagraphBefore
                        .InsertBefore Chr(150) & first & Chr(150)
                        .Style = "Heading 3"   ' This does not work as desired
                    End With
                    current = first
                End If
            End If
        End If
    Next para
End Sub