The style applied to the Entry should be a Paragraph Style, to the numbers and "betweens" it should be a Character Style. Do not apply a character style to the entire entry.
Thanks for your reply! I'm still not sure what I'm doing wrong though - at the moment I have TOC Body Text which is a paragraph style applied to the entry, and body which is a character style applied to the number and the between. I think that's what you're suggesting, but I already have it set up like that and it's still not working?
If the styles aren't being applied it generally means you've applied a character style or local formatting to the actual text where it appears on your pages.