\usepackage[para,online,flushleft]{threeparttable} % Custom captions under/above floats in tables or figures.
% The threeparttable Package Documentation (PDF).
%
[para] --Notes come one-after-another without line breaks.
% [flushleft] -- No hanging indentation on notes.
% [online] -- \item tag
is printed normal size, not superscript.
...
\begin{table}[]
\small % Changes overall font size of the table
\caption{Table caption.} % \label must immediately follow \caption % \captionof doesn't work here. \label{tab:table_label} \centering % Centering works and is preferred. PDF shows the use of \begin{center} \begin{threeparttable} % Changes overall font size of the table
\begin{tabular}{lccccccc}
\toprule \multicolumn{6}{c}{Table Name} \\ % 6-column table. \midrule & \multicolumn{2}{c}{Column Group 1 Name} & \multicolumn{2}{c}{Column Group 2 Name} & \\ % Blank before the first & allows for a 'blank' column name. Same with the blank after the last &. Two multi-columns.
\cmidrule(r){2-3} % This gives a mid-rule for the grouped multi-column.
\cmidrule(r){4-5}
& Column Name 1a & Column Name 1b & Column Name 2a & Column Name 2b & Column Name 3 \\
\cmidrule(r){2-3}
\cmidrule(r){4-5}
\cmidrule(r){6-6} % This gives a mid-rule for the last single column.
Row Name A\tnote{$\dag$} & Value A1a & Value A1b & & Value A2a & Value A2b & & Value A3 \\ % \tnote{1}, \tnote(a) also work.
Row Name B\tnote{$\ddag$} & Value B1a & Value B1b & & Value B2a & Value B2b & & Value B3 \\
\bottomrule \end{tabular}
\begin{tablenotes}
\item[$\dag$]{\footnotesize{Footnote Text for $\dag$.}} \item[$\ddag$]{\footnotesize{Footnote Text for $\ddag$. {\color{Crimson}This still works.}}}
\end{tablenotes}
\end{threeparttable}
\end{table}
...
This is the only option that didn't interfere with the document footnotes or numbering. Footnotes appear at the bottom of the table much like an un-numbered second caption might.