Thanks Paul. I had checked that and just checked it again. The macros are enabled as is "Trust access to the VBA project object model". I didn't think it was the security settings as my other macro works fine on the same document.

Unless you really know what you are doing and are using VBA code to manipulate other VBA code, "Trust access to the VBA project object model" should be disabled.

The footnotes were hyperlinked, so I added
Selection.WholeStory
Selection.Fields.Unlink
And it now works.
Thanks for the help