I have three subsites for my website ie three separate WEB files. Is it possible to "save" the styles from one site/WEB document and use them on one of the other sites? This would save me manually setting up/changing the styles. Getting lazy, I am!
I'm working on the OP's current situation, not any recommended method of pre-creating styles prior to starting a project. My method is as simple to use as yours i.e. copying text then Ctrl+Shift+A to set attributes then 'Update 'Heading 1' to match'. I'm doing exactly the same via selecting the new text style, then 'Update other style to match'. It can be any style that the OP has in any of his 3 websites, not even the same named styles across the three sites.

Re deletion if unused..... test it, create a style, use it then delete it, save and close and on reopening that style has been deleted. What may be useful is to have the similar option to that of 'delete unused named colours on closing' or not depending on your page options.