Have you searched Word's built-in help for clues? Try searching for "continuation".
In my ancient (2001 v.X) Mac version of Word searching the built-in help for "continuation" comes up with a solution. Presumably you can do something similar in your version.
Change or remove a note separator
1. Switch to normal view.
2. On the View menu, click Footnotes.
3. In the note pane, click All Footnotes or All Endnotes.
4. To change the separator that appears between the document text and notes, click Footnote Separator or Endnote Separator.
To change the separator for notes that continue from the previous page, click Footnote Continuation Separator or Endnote Continuation Separator.
5. To edit the separator, make the changes you want.
To remove the separator, select it, and then press DELETE. To restore the default separator, click Reset.