Hmm I think the only options are what is in the Format dropdown list. I had a look at the output code, in case there were spans you could target with CSS, but there aren't. Maybe a clever developer could make a javascript that could change them in the output but it'd be pretty complicated I think.
I think you'll have to live with what Adobe has provided and submit a feature request and hope it's something they implement.
You can request features and report issues here: https://tracker.adobe.com/
Post the item number in the discussion so people can easily vote if they want the same functionality.
On a side note, I did away with heading/figure/table etc numbering decades ago, as online topics can exist in multiple places in your online toc, not just in one location like a book, so the numbering can end up being very arbitrary (plus hard to remember where you're up to, as it doesn't autonumber across web pages). Something to consider as you move into the wonderful world of web.
Oh and you can set it up so that there are no numbers online, but numbering in your PDF where it does make sense.