A family of Microsoft word processing software products for creating web, email, and print documents.
I'm sorry, I didn't notice your initial statement that you're using online Office. This makes all the difference.
There are many things that work in desktop Office programs that don't work at all in the online versions, and this is one of them. To print out the tracked changes as they appear in the editing display, you must open the document in desktop Word -- if you have it installed on your computer. The alternatives are to go to a computer that has the desktop version (maybe in a public library) or to read the document in online Word without printing it.