Hello Bogdan1609. I think there is an easier way, assuming your footnote paragraphs have their own named style distinct from the text in the main page body.
You would use the Advanced Find and Replace dialog, which on a Mac is available on the menu under Edit > Find > Advanced Find and Replace, and on a Windows device, on the Home ribbon at very far right (click Replace, and in the Find and Replace dialog, click the More button to expand the dialog.
In the expanded portion of the dialog, select the Format button drop-down and select Style. Specify the style you use for your footnotes.
Then click the Special button drop-down, and select Paragraph Mark. That is what you want in the Find box. It will look like ^p in the text box. Put the same thing in the Replace with text box, except with a period in front of it: .^p
You should be able to step through your footnotes using Find Next, and then clicking the Replace button when the search finds a paragraph mark not preceded by a period. Or, if you want to be really fast, you could just say replace all. Then, to clean up the cases where there was already a period, which now will be two periods, you can just find and replace on ..^p (two periods and the paragraph representation) with .^p (one period and the paragraph representation.
Because you matched on a style, you will not have to tediously step through all paragraphs in your document.
I hope this proves helpful.