Ms Warner,
Thanks so much for your query. You basically have the steps right although some clarifications might be needed.
1. The FieldWorks development team is in the process of improving the export which is projected for the 8.3 release. It is to be available for alpha testing later this month.
2. The latest stable release (8.2.5 or maybe 8.2.6 which may come out today) does not export the style information for the custom character style so as you can see, Pathway cannot display this automatically.
3. Your process for post editing is basically right but needs minor clarification. I am attaching a screenshot:
https://goo.gl/photos/yWdXzxkPg92EcSUJ73a. Pressing F11 brings up the style panel which I have chosen to dock on the right side of my Libre Office window.
3b. clicking the T (circled in green) displays text style formatting.
3c. Clicking the a (circled in purple) displays the character styles (as opposed to paragraph or some other style list). You refer to paragraph styles in your query and that may be the source of the formatting not being applied to just the field you want.
3d. clicking on a lexical relation abbreviation (circled in orange) will cause the style for that relation to be highlighted in the list of styles on the style pane. (Note that I have chosen Applied styles in the drop down at the bottom of the style pane as it reduces the number of displayed styles to just the ones that matter.)
3e. Right click on the highlighted style name and choose Modify from the pop up menu. This will bring up a dialog allowing you to change the font from bold italic to regular. When you close the dialog the style is applied to the various abbreviations throughout the document (at least it was for me).
I hope this helps and let us know if you need more clarification.
-Greg