Any chance you could post a sample document?

You seem to have worked out the logic and just need the best way to code it. Is each 'footnote' (and I presume these are just normal text as far as Word is concerned) only referenced once? If not, are you not going to create duplicate bookmarks? Also how big are the documents - might it be feasible to build an array of the footnotes before you begin?

I know how regexes work but not the fine detail - one thought, which may not be relevant, is do the characters (?, ", etc.) need to be in ascii sequence in the pattern? Another possibility for the quotes is, are they actually straight quotes, or are they curly ones?