Hi:
It sort of depends on what you mean by "formats" (do you mean colors and fonts or do you mean SAS user-defined formats) and how you're setting them (using ODS style elements or using CSS style properties with HTMLSTYLE=). And, of course, LISTING options, like HEADLINE, HEADSKIP, SKIP, DOL, DUL, WIDTH, SPACING, etc are ignored by most all ODS destinations (and not exclusively by WRS).
As explained in these notes:
http://support.sas.com/kb/33/115.html
http://support.sas.com/kb/20/207.html
http://support.sas.com/kb/35/071.html
CELLWIDTH, for example should work -- but only in WRS View Report mode. As explained in the notes, CELLWIDTH will not be respected in WRS Print/Preview mode.
If, however, you are using HTMLSTYLE and CSS style properties to set color, font and cellwidths, etc, etc, then I would not expect those methods to work with WRS at all, since WRS is not "receiving" HTML, but is instead receiving SAS Report XML. The only other thing that I know doesn't work well in WRS with PROC REPORT is that the LINE statement output is not displayed in WRS (but will display in other client applications, such as EG or Microsoft Word).
If you have questions about specific issues where your stored process is not working, you might wish to work with Tech Support.
cynthia