Setup mode is supposed to be used to setup your rig, any changes you make there will reflect in animate mode by design. If you want to test your rig, create a dummy animation for it. The keys in animate more are relative to the setup pose, this is why when you change something in setup mode, they will be changed also across all the animations.
Topics that ask for the same thing:
How do you test your rig?
How to reset pose
Changing things in "Setup" affects "Animations"
Oh wait, isn't the last one made by you? O:
When you hide a slot, you're not hiding it for real, but only in the editor to reduce clutter, If you want to hide an attachment, click on the attachment visibility instead, that is something that you can key.
Key Frames - Spine User Guide: Attachments