Activate widow/orphan in footnotes?

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Have you set widow/orphan control for the "Footnote" paragraph style?

There are several ways to access the Style settings: either press F11, or use the menu: Styles > Styles & Formatting, then select the ¶ "Paragraph" tab (first on left), and then the Footnotes style from those listed. That should bring up this dialog: click on the Text Flow tab:

You can set footnote widow/orphan control there.

If you have done that and it isn't working ... then that sounds buggy.