To create a heading in Pages, select the text you want to format in the body text field, and press VO-J to jump to the "Formatter" group. Here, click the "Body" button, and choose from one of the heading options in the table of text styles. In addition, you can specify a keyboard shortcut to mark future selected text as a heading in the current document by interacting with one of these buttons, clicking the "Forward" menu button, and choosing a shortcut key from the "shortcut" submenu.
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Creating headings in Pages
To create a heading in Pages, select the text you want to format in the body text field, and press VO-J to jump to the "Formatter" group. Here, click the "Body" button, and choose from one of the heading options in the table of text styles. In addition, you can specify a keyboard shortcut to mark future selected text as a heading in the current document by interacting with one of these buttons, clicking the "Forward" menu button, and choosing a shortcut key from the "shortcut" submenu.
HTH
You want to read this to…
You want to read this to understand more about navigation by headings in pages.
https://applevis.com/forum/macos-mac-apps/voiceover-has-some-interesting-undocumented-heuristics-headings