When you use footnotes for your annotations, they become part of the "regular" text and are also treated as insertions (and Word assigns the formatting you specified in the Track Changes Options dialog box).

Perhaps you could use Word's comment feature to add you annotations? You can view them in the Reviewing pane or in comment balloons in the margin (the latter is the default).

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional