I think you'll need to XSLT transform your input before importing it into InDesign.
We are using XSLT for applying character, paragraph style & table conversion.
As far as footnote we cannot store the information through XSLT, since the Tags and Attributes will be lost once we converted to auto footnote.
You cannot apply xml tag for the idesign's footnote. Indesign will not allow you tag it. File a feature request for this. I think somebody did it already, google it.
If you want xml tags along with, you have to use individual text frames for the footnotes,
Thanks for the response.
Creating footnote in individual text frames is tedious process.