I want to control the space between the text of a header and the underline
set in the Format Font window. Word doesn't appear to allow this. I tried
setting a border, but Word only let's me customize a paragraph, not the text
option.

I don't want a line going across the page, only the text (words and spaces).

I don't want to have to "draw" a line to be used as an underline.

This is basic stuff and I can't believe that Word doesn't have this built
into the Font formatting screens where one can select the underline option.