This is a frustrating limitation of Sketch, at the moment ...
If changes in one place apply to others, you have text styles in use. +1 for consistency. When you make changes to any instance of that style, Sketch updates the master style and the change is populated to all other references to it.
Local style changes can be made within a block of text. The trouble is that text styles only understand block level boundaries. Think of InDesign or Illustrator with only paragraph styles. When you change any character in the block of text, Sketch applies that to the whole style.
The [lame] solution
If you want character-level style changes, you're forced to break any text style links first. It sucks, but it works.