I suspect the following steps will help with your formatting request:
1. Save a backup of your Word document.
2. Launch EndNote.
3. In EndNote, click “Edit>Output Styles>Open Style Manager…”.
4. Find your desired output style from the Style Manager window and double-click on its name.
5. When the Edit Style window appears, click the “Layout” tab, which appears within the “Bibliography” section.
6. Clear all text from the “Start each reference with:” field, either by backspacing each character or highlighting the entire field’s text and then backspacing.
7. After making the style change, click “File>Save As…” to save this edited version of the style with a unique name.
8. Close the Edit Style menu.
9. Close the Style Manager window.
Click “Edit>Output Styles” to choose the newly named output style.
Repeat your previously mentioned steps to use Copy Formatted to create your plain text footnote references.