White space character I've never seen (in Word)

Hello there. I've come across a little "circle" white space character (YELLOW highlight in screenshot) that I have never seen before in word. When I paste it into Notepad++ it appears as just a standard white space. I'd really appreciate if someone could possibly answer my questions please:

Q1. What is this "circle" white space called in Word?

Q2. How do I create such a white space?

Q3. What is a is the purpose of this type of white space?

Q4. Anyone know how to define this kind of white space programmatically, (python would be great)?

Screenshot - "YELLOW"

Thanks in advance,
Michelle