In some documents, when I enable non-printing characters, I see two different paragraph markers, both with a double vertical line and backwards P, one with the area in the loop of the P filled in 
, and one with the same area open 
.
What is the difference telling me?
The difference may come from a different font used in your paragraph. The pilcrow sign (double vertical line with backwards P) is shown using the current font, consequently the glyph may exhibit “stylistic” variations.
Tick the answer if you think it correctly addresses your concern.
Exactly right – Arial vs. APL385 Unicode. Many thanks!