Hello!
The main difference you’re seeing here is how newlines/linebreaks are handled between editors.
Normally, markdown requires two trailing spaces at the end of the line to introduce a linebreak. Some editors (like stackedit) have removed that requirement, and add a linebreak wherever a newline appears.
To add newlines in your footnote content, you’d just add two trailing spaces at the end of your lines in the footnote. You could also use a real bulleted list by indenting the list with four spaces to start (also how you’d add additional paragraphs). There’s an example of that in the markdown example document in Deepdwn, if that helps.
Hope that helps!