The short answer is the library doesn't support that just yet, although those features are high on the backlog so will be among the next to be implemented.
To get it done in the meantime you'll need to go down to the XML level with a "workaround" function. If you want to add this use case on this issue on GitHub I'll put together some workaround code you can use. https://github.com/python-openxml/python-docx/issues/27