I've created a Paragraph Style which uses a Character style for the bullet (Zaph Dingbat Solid Block).
The Character Style changes horizontal scale to 150% and adding a 50% skew. After applying the Paragraph Style the bullet does not have the Character Style applied. But when using the Character Style outside of the Paragraph Style the style changes.
I'm applying the Character Style through the bullets and numbering panel. I'm NOT manually applying it to the bullets.