In order to preserve leading zeroes on your Variable Number CSV file (e.g. 001, 0001) please Format the Cells as Text before creating your numbered list.
To include leading zeros: Right-click (or control click) on the first few cells, then Choose Format Cells > Text or Plain Text. Once your cells are formatted, proceed with creating your numbered list. You should be able to see your numbering correctly before saving your document.
Note: If you close and reopen your document or look at a preview of the document, it will appear that the CSV has reverted and your leading zeroes were deleted. However, be assured that is not the case. As long as you were able to see the leading zeros at the time you saved the document, your CSV has the leading zeros. It is safe to upload your CSV and your leading zeroes will be preserved.