When I manually select the whole document or use Control A, it selects some footers and headers but not all footers and headers.

How do I get it to select all footers and headers.

Short answer: You don't.
Headers and footers are in a different story or layer than the body of the document. You should not be able to select even one thing in a header or footer with Ctrl+A when you are in the body of a document.

It is likely more complex than you have imagined.
Header/Footer Settings Recap

What is it you are trying to accomplish when you do this?
I or someone else here may be able to help you accomplish that.

Ctrl-A in the document body selects only the document body. If any headers or footers are captured by that, it's because you're also capturing the Section breaks to which those headers or footers are attached. It cannot capture the headers or footers for the document's last Section, however, since those aren't followed by a Section break.

__________________
Cheers,
Paul Edstein
[Fmr MS MVP - Word]

Many thanks for your replies. They were very helpful.

"What is it you are trying to accomplish when you do this?
I or someone else here may be able to help you accomplish that. "

It is quite a complicated story! I was converting a very old and ragged pdf into Word using an OCR. The pdf had many footnotes listed at the bottom of virtually every page. The result actually was an excellent and very impressive scan. I then wanted to copy the whole document and put it as text without Word formatting into another program. All went fine until I realised that not all the footnote listings had been copied.

I will try other options, but if I get stuck I may well wish to take up your suggestion. At the moment I will not take this question any further. I am very grateful for your guidance so far.

Footnotes, especially from a scan, would ordinarily be expected to appear in the document body. They certainly wouldn't be expected to appear in a header or footer. If that's what's happening, you might do better to use something like Adobe Pro, or even Word 2013 or later, to do the conversion.

__________________
Cheers,
Paul Edstein
[Fmr MS MVP - Word]

That is very good to know, thanks