I suspect you have some HTML error in the page where you may have opened an italic tag and not closed it, and as a result it is forcing Italics everywhere there. I can see you are using the italic tag a lot, check them all…
The bold comes from a Bold setting on the widget, double check the individual widget Bold setting.
You can use the .widget class for a CSS rule that would change these, but it would be better to fix the above!
Good Lord, you are smart. It was a </i> tag that fell outside of a shortcode when it should have been inside, and thus echoed through all out footnotes (didn’t catch it as it was not in the main page content).