When a footnote is long and is continued onto the next page, all I have is a
separating line. It does not tell on the second page that it's part of the
footnote from the previous page.

try going into normal view,
then view footnotes

then in the "all footnotes"

choose footnote continuation separator notice

But note that this is not recommended. Unless recent versions have been
improved, once you opt for a footnote continuation notice, space will be
allowed for the notice in *every* footnote, even if you later change your
mind and disable the notice. Given that there is a different Footnote
Continuation Separator, and that most footnotes are broken in the middle of
a sentence (and only very long footnotes are continued anyway), this notice
is usually unnecessary.

--
Suzanne S. Barnhill
Microsoft MVP (Word)
Words into Type
Fairhope, Alabama USA
Word MVP FAQ site: http://word.mvps.org
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try going into normal view,
then view footnotes

then in the "all footnotes"

choose footnote continuation separator notice