They're not "in" the footnotes; they're "in" the footnote separator.
The way to access that -- and change its formatting, in case you don't
like the line length or its indent or whatever -- is to switch to
Draft View, then go to Show Footnotes (I don't remember how to do that
in earlier Word, but if you have a Ribbon, it's at the lower right of
the Footnotes group of the References tab).
You then get a window at the bottom of the document window with a bar
above it, and in that bar is a dropdown from which you access the
Separator. Choose that, and (since you have your Non-Printing
Characters turned on) you'll see some stray paragraphs down there.
Just delete them.
Go back to Print View, and all is copasetic!