When I create a footnote, the superscript is currently highlighted dark gray. How can I remove this? I checked Tools > Options > LibreOffice Writer > Formatting Aids, which I used to turn this off for no-break spaces, but there is no option for footnotes.
View > Field Shadings (CTRL+F8).
Nice one. I had always just lived with this. 
Oddly, for me (Linux Mint 13/Xfce + LibO 4.0.3.3) the keyboard shortcut doesn’t work. It is set, as I can see from Tools > Customise… > Keyboard, but just doesn’t work. Can’t see what might be interfering either. But the toggle from the Menu Bar certainly works, and it’s nice to see a “clean” page.
KDE, Gnome, XFCE, and other desktop environments all reserve a series of CTRL+Fnn keys, often for tasks like workspace swapping. These larger, more-integrated, DEs are known for taking over in this manner. Perhaps have a look through the list of XFCE shortcuts to see if anything is in conflict.