Oh, it did work! I just had to fix a couple of things that weren't pasted properly from the webpage!! Thank you, solved for me (the original poster did not follow up)!
Copying/pasting here the code that worked. All credit goes to
How to fix “This is not a valid action for footnotes” MS Word Error
Code:
Sub CleanReturnsInNotes()
NoteCount = ActiveDocument.Footnotes.Count
Selection.Find.ClearFormatting
Selection.Find.Replacement.ClearFormatting
With Selection.Find
.Text = "^p^p"
.Replacement.Text = ""
.Forward = True
.Wrap = wdFindContinue
.Format = False
.MatchCase = False
.MatchWholeWord = False
.MatchAllWordForms = False
.MatchSoundsLike = False
.MatchWildcards = False
End With
Selection.Find.Execute
On Error GoTo TrapTheError
While Selection.Find.Found
Selection.MoveLeft
' The following line may trigger an error!
Selection.Delete
Selection.Find.Execute
Wend
GoTo TheEnd
TrapTheError:
ErrorCount = ErrorCount + 1
Selection.MoveRight
Selection.Delete
If ErrorCount < NoteCount Then Resume Next
TheEnd:
End Sub