Missing chapter bookmarks in PDF

Using Frame 12 and Acrobat DC 2015. When Saving as PDF, my last two books ( a chapter and Index) do not show up as bookmarks in the PDF. They're fine in the TOC. Using same pargraph style (chapter.name) in all books for chapter title. TOC seems to have something invisible where the bookmarks should be - note the continuation of the line at the bottom.

If I add bookmark manually for Index, and drag it to the bottom, it's more obvious that there's something there. I can work around it by adding the two bookmarks just below the last one, but it still leaves a tail at the end. And I have to remember to add them each time I save. Any ideas? - Thanks in advance. Len