OK, wow, this is pretty strange. I just tested this myself and got something similar but even more weird than you.
I made a Word doc with this text:
This is a test of some téxt in Word that I will be ímporting into InDesign.
(So the e and the i have accents… I hope those are retained here on this forum.)
When I import into ID, the “téxt” works properly, but the second word comes in as a missing font! The whole word is set to: [Times New Roman (Body CS)]
That is really weird because the font is set to Georgia in InDesign! So where does that Times New Roman come from… and why “Body CS”?
My theory is that some accents are not natively encoded in the font (like the lower case i with an accent) and Word saves it with some crazy font substitute.
However, when I apply the Emphasis character style in Word and try that, it still does not work. I’m not sure why it is working for you.
As for screen shots… unfortunately we have no way to upload images here, but you can put them in a shared folder (such as dropbox or Imgur and share the link here.