Selected paragraph styles not appearing in sidebar when selected

Select Table of Contents from View Menu, then select edit and tick which styles to include in TOC:

Greetings Moolie,

If you are having difficulty with paragraph styles and adding a table of contents, follow the guidance found here:

Apply a paragraph style in Pages on Mac - Apple Support

Apply a paragraph style

1. Select one or more paragraphs, or click anywhere in a paragraph to apply the style to only that paragraph.

Note: You can’t apply a paragraph style to text in a table cell.

2. In the Format  sidebar, click the Text tab, click the paragraph style name near the top of the sidebar, then choose a style from the Paragraph Styles pop-up menu.

If you later change the look of text that has a paragraph style applied to it—for example, you make the text bold or change its color—an asterisk, and in some cases an Update button, appears next to the style’s name in the Paragraph Styles pop-up menu, indicating that the style has an override. You can update the paragraph style to incorporate the overrides if you want.

You can also apply character styles and apply list styles to selected text.

Create a table of contents in Pages on Mac - Apple Support

Take care.