I have concluded that this is not directly achievable in the current version of Word.
The workaround I am using at present, which is also a much superior solution to the inbuilt referencing in word as a whole concept, is to manage references through End Note X6. Whilst the bibliographies produced are less pretty, they are better formatted and offer easier customisation.
Most importantly, and for reasons I'm not entirely sure about, an End Note "Cite While You Write" citation stays superscript throughout editing and printing if you tell it to do so just once per citation.
I am still looking for a way to make this the default style in End Note.