My footnote anchor at the bottom of the page is in orange and has an underline. However, my footnote characters style color is blue, Modifying the font or size works, but color and underline have no effect, and are both stuck.
video shows first changing font works, but then color doesn’t.
link
You would have been better to provide a sample document than a movie that barely shows your document.
You have Track Changes turned on. Click Edit > Track Changes > Record to toggle Track Changes off. Click Edit > Track Changes > Accept All to accept all changes
The color and underline of your footnote character indicates track changes function.