Thank you for mentioning the bold footnotes. You are correct, in that case, a transcriber's note stating that all bold words have footnotes associated with them is sufficient. Even in the updated formats. Footnotes that are referenced using emphasis are NOT considered unmarked references.
You need a blank line between the end of a play and whatever follows, but I don't think what you are showing is the end, so you don't need the blank line between the VO and the footnote separation indicator. Because the scene setting is blocked, you would need a blank line before that (following the page change indicator). The only time you would have a blank line between the footnotes and the page change indicator is when whatever starts that next print page begins in cell 3. Then there is a blank line between the footnotes and the page change indicator to clarify that separation.