Pasting excel as picture into Word with row and column headings problem

I'm using Office 365, and a Mac (new to Mac), and trying to copy a selection of a spreadsheet into Word as a picture and include the row and column headings. I have ticked "Row & Column Headings" in Page setup Print Options in Excel, and then selected the area, selected Copy as Picture, selected "as shown when printed", but when I paste into Word the row and column headings are not displayed. If I print however they are. Any tips?