My reflection over the long footnootes is exactly the same of that of RTMcC.
I obstinately searched for a way to figure it out, and all I found is a sort of acrobacy. Acrobacy, yes, but it works, so I report in here. Maybe someone could appreciate it.
The problem that Pages cant' solve is the handling of long footnotes through two pages. Every note has to stay in the same page in which it's created, so the space in the main text is generated in order to put the row with the note in the next page, when in the original page there's enogh space to host it.
Well, I tried this. I divided in two parts the long footnote, as well as the original page can host the fist part. After this, I created a personal note in the first row of the other page and put in the second part of the note, erasing the symbol in the note and changing in white the symbol's color in the main text. So the two parts will look as the original long note, spanning from one page to the other.
Naturrally, it could be necessary make same editing in sequence, because the page that hosts the second part of the note could become too full for another long note that's in its main text. So the tip could be repeated till every page is acceptable.
Complicated, but if the problem occurs not so many times in the text it could work. In may dissertation this problem has occurred about five times. We can make it.