You can check by creating a Word Canary and check what's inside. I renamed it from .docx to .zip and it seems there is an external image referenced in the foote

You can check by creating a Word Canary and check what's inside. I renamed it from .docx to .zip and it seems there is an external image referenced in the footer. I'm not sure how modern Word handles external images, but I believe you have to approve the download of remote content when you open it nowadays.