"do not check spelling or grammar" will not stay unchecked

Finding elusive "no proofing" text can be frustrating. When you select the entire document, you are selecting only the text layer. This doesn't include headers and footers and may not even include footnotes and endnotes. In one instance, I found "no proofing" text in an unused header. Here's how to ferret it out.

1. Press Ctrl+H to open the Replace dialog and then select the Find tab (to my mind this is the easiest way to get to the Advanced Find without bothering with the Navigation pane).
2. Click More>> to expand the dialog.
3. Leaving the "Find what" box empty, click Format, then Language.
4. Check the box for "Do not check spelling or grammar" and click OK. You'll see "Format: Do not check spelling or grammar" beneath the "Find what" box.
5. Since "Find in" allows you to search only one layer at a time, it will probably be quicker to use "Find Next" (the likelihood is that there will be only one hit, anyway).
6. Note where the found text is located. In the instance I cite, it was in an Even Page Header. Although "Odd and Even" was not currently enabled for headers and footers, Word had remembered the text entered for the Even Page Header, and it was formatted as "Do not check spelling or grammar." I could never have found this merely by inspecting the document in its current state.

Depending on the size of the selection, check boxes may appear greyed out; this is by design in Word...

Or you saying that the message "Text marked with 'Do not check spelling or grammar' was skipped" also resurfaces? Have you looked at the style definitions involved? For example, see if "Do not check spelling or grammar" has been added to the Normal style.