The Blue Angels use a C-130 known as 'Fat Albert' in some of their shows. Other than the paint job and smoke, are there any significant differences between 'Fat Albert' and a standard C-130?
I will preface this by saying that I could be wrong.
I know that the USAF Thunderbirds' F-16 aircraft are not modified other than paint and smoke capabilities. I'm pretty sure that the Blue Angels' F/A 18s are the same, so, by extension, the Fat Albert C-130J should have only have paint modifications, and perhaps smoke or other show mods. The older Fat Alberts were equipped with JATO/RATO pods, the new one isn't because it doesn't need them, as it has more powerful engines, and reduced availability of the rockets. All of the C-130Ts were grounded due to an accident in 2017, which included Fat Albert, and the Navy and Marine Corps decided to reduce the C-130T fleet in favor of a C-40 Clipper, (A military B737-700). At the time, the RAF was selling a C-130J, and the Marine Corps purchased the aircraft, removed the RAF modifications, re-painted it, and it became the newest Fat Albert. Incidentally, Fat Albert is assigned to the Navy's Blue Angels squadron, but is a USMC aircraft, and the crew is all Marine.
So, the TL:DR is no, it doesn't have significant modifications.