This explains my text variable failure as well. I use a running header text variable to pick up chapter titles, but I lose all the italics in them. This means the features cannot be used in many of my projects which are academic books and journals with references that have to be in italics. So my running headers end up all Roman and have to be done by hand. I tried GREP to find specific words in the RHs but the italic character style refused to be applied. I tried doing the italics by hand and by nested style and by internal GREP paragraph style and all were overridden.

Commenting here so that others stop pulling their hair out and give up.

keywords: GREP text variables character styles paragraph styles running heads