What Am I Doing Wrong? Variable Names

Assuming there are no typos, you're updating the static variable of Combatstyle. In your gui you are accessing combatStyle.combatStyleName which would be an instance variable. So either change your gui to show Combatstyle.combatStyleName OR you need to update the instance vars as well. Although I don't see any instance vars here so maybe that's a typo?

Okay I change around my code for my HUD

 #pragma strict
 var skills = false;
 var abilities = false;
 var faith = false;
 var inventory = false;
 var equipment = false;
 var spells = false;
 
 static var CombatStyle = 0;
 var CombatStyleName = "";
 
 function Awake(){
 CombatStyle = 1;
 }
 function Update(){
 if (Input.GetKeyDown (KeyCode.Tab)){
 CombatStyle++;
 }
 if(CombatStyle == 5){
 CombatStyle = 1;
 }
 if(CombatStyle == 1){
 CombatStyleName = "Melee";
 }
 if(CombatStyle == 2){
 CombatStyleName = "Range";
 }
 if(CombatStyle == 3){
 CombatStyleName = "Holy Magic";
 }
 if(CombatStyle == 4){
 CombatStyleName = "Unholy Magic";
 }
 }
 
 function OnGUI () {
 if(GUI.Button (Rect (1140, 250, 75, 20), "Skills")){
 skills = true;
 abilities = false;
 faith = false;
 inventory = false;
 equipment = false;
 spells = false;
 }
 
 if(GUI.Button (Rect (1220, 250, 75, 20), "Abilities")){
 skills = false;
 abilities = true;
 faith = false;
 inventory = false;
 equipment = false;
 spells = false;
 }
 
 if(GUI.Button (Rect (1300, 250, 75, 20), "Faith")){
 skills = false;
 abilities = false;
 faith = true;
 inventory = false;
 equipment = false;
 spells = false;
 }
 
 if(GUI.Button (Rect (1140, 280, 75, 20), "Inventory")){
 skills = false;
 abilities = false;
 faith = false;
 inventory = true;
 equipment = false;
 spells = false;
 }
 
 if(GUI.Button (Rect (1220, 280, 75, 20), "Equipment")){
 skills = false;
 abilities = false;
 faith = false;
 inventory = false;
 equipment = true;
 spells = false;
 }
 
 if(GUI.Button (Rect (1300, 280, 75, 20), "Spells")){
 skills = false;
 abilities = false;
 faith = false;
 inventory = false;
 equipment = false;
 spells = true;
 }
 
 if(skills == true){
 GUI.Box (Rect (1140, 305, 230, 700), "Skills!");
 
 GUI.Label (Rect (1160, 325, 100, 20), "Attack");
 GUI.Label (Rect (1150, 345, 1000, 20), "Current Level : " +Attack.curLevel);
 GUI.Label (Rect (1150, 365, 1000, 20), "Current EXP : " +Attack.curExp);
 GUI.Label (Rect (1150, 385, 1000, 20), "EXP to level : " +Attack.expLeft);
 
 GUI.Label (Rect (1160, 415, 100, 20), "Range");
 GUI.Label (Rect (1150, 435, 1000, 20), "Current Level : " +Range.curLevel);
 GUI.Label (Rect (1150, 455, 1000, 20), "Current EXP : " +Range.curExp);
 GUI.Label (Rect (1150, 475, 1000, 20), "EXP to level : " +Range.expLeft);
 
 GUI.Label (Rect (1160, 505, 100, 20), "Holy Mage");
 GUI.Label (Rect (1150, 525, 1000, 20), "Current Level : " +Holymage.curLevel);
 GUI.Label (Rect (1150, 545, 1000, 20), "Current EXP : " +Holymage.curExp);
 GUI.Label (Rect (1150, 565, 1000, 20), "EXP to level : " +Holymage.expLeft);
 
 GUI.Label (Rect (1160, 595, 100, 20), "Unholy Mage");
 GUI.Label (Rect (1150, 615, 1000, 20), "Current Level : " +Unholymage.curLevel);
 GUI.Label (Rect (1150, 635, 1000, 20), "Current EXP : " +Unholymage.curExp);
 GUI.Label (Rect (1150, 655, 1000, 20), "EXP to level : " +Unholymage.expLeft);
 
 GUI.Label (Rect (1150, 685, 100, 20), "Combat Style : " +CombatStyleName);
 }
 if(abilities == true){
 GUI.Box (Rect (1140, 305, 230, 700), "Abilities!");
 }
 if(faith == true){
 GUI.Box (Rect (1140, 305, 230, 700), "Faith!");
 }
 if(inventory == true){
 GUI.Box (Rect (1140, 305, 230, 700), "Inventory!");
 }
 if(equipment == true){
 GUI.Box (Rect (1140, 305, 230, 700), "Equipment!");
 }
 if(spells == true){
 GUI.Box (Rect (1140, 305, 230, 700), "Spells!");
 }
 }

To help you with debugging in the future, you should use enumerators when you're setting up menu systems like this. I used to do this same thing when I started writing code, and it is a horrible practice. You have some 100 lines of code that could be cut down to like 30. Try this out:

 public Enum MenuPage { Skills, abilities, faith, inventory, equipment, spells}//These are all the possible menu pages
 public MenuPage curPage = MenuPage.skills;//Default to the skills page
 
 
 if(GUI.Button(rect, "Abilities"))
 {//Less variables to set means less possibility for errors
    curPage = MenuPage.Abilities;
 }
 
 
 if(curPage == MenuPage.skills)
 {//Only this check ensures that only one page is active at a time, so there is no need to worry about setting a bunch of bools
     DrawMenuPage();
 } 
 
 if(curPage == MenuPage.skills || curPage == menuPage.faith)
 {//But it can also be used to check multiples really easily
    DoSomething();
 }
 
 //This same principle can be applied to CombatStyle
 
 public Enum CombatStyle { Melee, Range, HolyMagic, UnholyMagic}
 public CombatStyle myStyle = CombatStyle.Melee;
 
 //The cool part is you can iterate through the list of CombatStyles really easily, because an enum is also a list of numbers
 
 if (Input.GetKeyDown (KeyCode.Tab))
 {
     CombatStyle = (int)CombatStyle ++;//I may have the syntax here wrong
 }
 
 //Then you can display the Combat Style with ToString()
 
 GUI.Label(rect, "My Combat Style " + myCombatStyle.ToString());

If you refactor the script using these concepts, I guarantee you'll fix your issue and prevent future issues from occurring.