okay, the chapter titles look like this:

Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
Chapter 9

“Chapter” is the same and there’s a number after each heading. Is there a GREP style (to make the chapter and number bold) I can use for this?

The beginning of a paragraph.

That worked for the chapter title with the “—” and “two words” but not the others.

Not quite.