should this be a substitute for a hyphen?
Then it's questional at all to do it.
It would imply to inject two characters and break one word into two single words with new meaning.
Hm. Or you add text frames holding the double hyphen with a text wrap and a fill color like [ Paper ] to cover the hyphen and leave the text of the footnote alone.
Best would be to never allow hyphention between columns to avoid those situations.
You can control this with the hyphenation settings of your applied paragraph style.
I've not considered the question on the hyphenation angle!
In my approach, no hyphenation in the pata style! =D