If there is a single rogue paragraph marker in the footnotes which you can’t delete, check the numbering of footnotes on either side of it, as it is probably a footnote which has been deleted, number and all. See if the footnote numbering at the bottom of the page skips a number, and if so, find the number up in the text (there will still be a number in the text even if it does not appear in the footnotes themselves), and delete it.
But if every footnote in a document has unwanted paragraph markers after it which you can’t delete, switch to Draft view, click Show Notes, and edit the All Footnotes option in the drop down menu.
Babel editing 
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