For anyone happy with a fudge:
A visual workaround is to use an invisible separator between the colon and the opening square bracket in the footnote.[^Oh]
Don’t know if it will copy in to forum.[^La]
But here goes.[^Ra]
[^Oh]: [help](https://help.obsidian.md)
[^La]: [docs](https://github.com/obsidianmd/obsidian-docs)
[^Ra]: [main](https://obsidian.md/)