Hello,
I know this is an older question, but here is a workaround that I have found handy.
Since you have access to the Styles of a document, I find it easier to create an absolutely empty file that has all Styles in it that I want. For instance, I set the Caption style to be bold, centered, non-italics, and the font size that I want. When I want to create a new Word file from MATLAB, I simply make a copy of my template file and open that rather than open a brand new document that will be of Word's default template style.
Then, when I actxserver.Selection.InsertCaption, it is already formatted how I want.
Word also has a set of Table styles that you can apply:
tbl = actXObj.ActiveDocument.Tables.Add(actXObj.Selection.Range, nRows, nCols, 1, 1);
tbl.ApplyStyleDirectFormatting('NameOfCustomTableStyle');
