Add newline between markdown footnote definitions

[Atema]

Description

Ensures there are newlines between markdown footnote definitions, to comply with the standard set by Pandoc (https://pandoc.org/MANUAL.html#footnotes):

Each footnote should be separated from surrounding content (including other footnotes) by blank lines.

Resolves #8301

Checklist

• I’ve added tests to confirm my change works.
• (If changing the API or CLI) I’ve documented the changes I’ve made (in the docs/ directory).
• (If the change is user-facing) I’ve added my changes to changelog_unreleased/*/XXXX.md file following changelog_unreleased/TEMPLATE.md.
• I’ve read the contributing guidelines.

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[fisker]

Can you fix coflicts?