I get the same results running CS6 on Mac OS 10.6.8. Hard crash for No. 1 and 'Crashm' result for No. 2. Nasty!
What happens if you set the ~F as a positive lookahead?
That does seem to be a possible workaround. I guess it's because a
positive lookahead doesn't actually remove the footnote marker -- just
pokes at it to see if it's there, so to speak. Whereas in my version,
InDesign is probably actually removing the footnote marker, and then
trying to replace it. But of course, while that may work with most
things, the moment you remove a footnote marker, you've lost the
footnote. So trying to replace it with $1 causes some kind of error.
One would have to be aware and mindful of the bug, though, to remember
to use the workaround. Not ideal!
There is another Grep problem with footnotes: . doesn't match it. That means that in a paragraph that contains a footnote, ^.+ matches from the beginning of the paragraph up to the footnote marker, not, as you would expect, to the end of the paragraph.
Can you put the marker in a class?
No, that wouldn't work I don't think. But ^.+~F?.* would match whole paragraphs, including those containing footnotes.