Try with Word in safe mode.
Open Office apps in safe mode on a Windows PC - Microsoft Office

Thanks Charles,

I've tried it on both computers, one with Windows 10 and the other Windows 7. Both do exactly the same. "Find" will find/select the area I want changed, but won't make the change when "replace" is clicked. Using safe mode on both computers made no difference.

It only works on the last footnote (regardless of safe mode), but that's not much good of course when there are often about 15 footnotes per page.

When i tried the other computer (Windows 7), i used an entirely new document with no relation to the documents I'd been using on the Windows 10 computer. Inserted a few footnotes into a blank document and tried it - it still didn't work.

(Edit: I said above that it only works on the last footnote, but even that is only true on some documents, often it doesn't work on the last footnote either).