Hello Charles,
Thanks for your reply. I have opened the language from the status bar at the bottom of the page after selecting the misspelt word.
As you can see in the image, the Do not check spelling... is not checked.
What happens is that I repeatedly go to Options -> Proofing -> Uncheck the exceptions for hiding spelling and grammar errors, click OK, but when running the spellcheck again the message shown in the image below always appears:
When I return to Options ->Proofing->Exceptions, I find that the boxes are checked once again. I repeatedly go back through the process to turn them off, but they switch themselves back on again every time.
I'm not sure how to provide a link to this Word doc in my OneDrive folder. Nevertheless, the problem occurs with all documents, including old ones where I didn't have this problem previously. I haven't tried modifying the Normal template because I don't think this is the problem. As I said the issue arose just yesterday out of the blue and applies to all documents, old and new and in the three languages I work in.
In another reply below I see that Stefan Blom says that Suzanne S. Barnhill has reported the issue to the Microsoft Office Team as a suspected bug.
Thanks again for your help and for any other possible suggestions you may have.