CWYW: Maintain formatting (italics) in page numbers

Unfortunately, no, as the trailing information is handled by Word’s field which doesn’t allow formating.  The only way would be to possibly change that alternative Author (Year) option , to remove closing parenthesis and then you can type your own additional info and format it as you like.  

so citation would look like this

Author|, (Year| Cited Pages|, 

which unformated would look like {Author, year}  but come out as Lidell (1940  and you would manually add the text before a manually inserted closing parenthesis with the formating you want.  – Of course if you use a lot of conventional Author (Year) cites, you would need to manually add the closing parenthesis to all of them.  

… see {Liddell, 1940 #1234@823`, s.v._ἄριστος_@author-year} …