My Word 2010 is formatting endnotes ref (hidden) with footnote ref formatting !

Yes, ^e is the code for an endnote reference. When you open the Replace dialog (Ctrl+H), click on More>> and then Special, and you'll see a list of things you can search for. One of these is "Endnote Mark." If you click on that, you'll see that ^e is inserted in the "Find what" box.

To apply the Endnote Reference style, place the insertion point in the "Replace with" box and click Format | Style. The list will include all styles, though they'll be in "As Recommended" order, so you may have to hunt for Endnote Reference. You can make it easier to find (both in the dialog and in the Styles pane) by clicking on Options and selecting "All styles" for "Select styles to show" and "Alphabetical" for "Select how list is sorted."

The ¶a symbol means that a style is a "linked" style: it can be applied as either a paragraph style or a character style. If you apply it to just part of a paragraph, then the character formatting of the style is applied to just that portion. For more on this, see http://blogs.office.com/b/microsoft-word/archive/2008/10/16/behind-the-curtain-styles-order-of-operations.aspx.