Entering the command .DISPLAY LEVELS RU, LU, LL (roman numeral
 upper, letters uppercase, letters lowercase) would cause your
 headers to be displayed as follows:

      Command            Nonchapter   Chapter n  Appendix A

      .HEADER LEVEL 1    I            n.I        A.I
      .HEADER LEVEL 2    I.A          n.I.A      A.I.A
      .HEADER LEVEL 3    I.A.a        n.I.A.a    A.I.A.a