For what it's worth, I cannot find how to "unlink it from the previous one." Headers and footers have a place to unlink. But custom water marks do not.
What's really strange (IMHO) is that if I simply select a water mark (one of the canned watermarks), the water mark only appears in the section the cursor is in.
If I apply a "Custom Watermark", then it shows up on every page of the document regardless of where the cursor is located.
Strange.
I am having the same problem but I think others could be misinterpreting it. Like you, I have different sections and have unlinked the headers and want my custom text watermark to appear on select pages.
Yes, they are correct with their suggestions to deselect "link to previous" in the headers but this doesn't solve the WHOLE problem. As mmoo9154 points out, this only works as a solution for the STANDARD watermarks. When creating a CUSTOM watermark
with a word not predefined by Microsoft the watermark appears on all pages.
For all the helpful people trying to provide advice to solve the issue, please let us know if you can recreate the same issue we describe by creating a CUSTOM text watermark.