Word only fully supports embedding for ".ttf" fonts. If your font is not in the right format, the pdf export will not work well.
To fix the problem, all you have to do is follow this simple steps:
- Convert the font to .ttf using a converter. I used this website https://onlinefontconverter.com/.
- Install the converted font files. You will be prompted that the font is already install, choose "yes" to replace the old installation.
- Enjoy :)