I do see those, and I can move them, except the header and footer guides. The others work fine. When I click on either of the arrows, it says "To adjust the size of the footer/header area on your page, go to the master page and drag this guide up or down." But the problem is, I am already on the master page.
That's strange. Can you double-check to be sure. There are times when I think I am on the master page, but am not.
Can you also try recreating a project from scratch to see if you are able to reproduce this issue?