Try the following. most of the complication in the code is related to what happens when you delete the last Section in a document.
Code:
Sub Demo()
Application.ScreenUpdating = False
Dim HdFt As HeaderFooter, Sctn As Section
With Selection.Sections(1)
If ActiveDocument.Sections.Count > 1 Then
If .Index = ActiveDocument.Sections.Count Then
Set Sctn = ActiveDocument.Sections(.Index - 1)
With .PageSetup
.DifferentFirstPageHeaderFooter = Sctn.PageSetup.DifferentFirstPageHeaderFooter
.OddAndEvenPagesHeaderFooter = Sctn.PageSetup.OddAndEvenPagesHeaderFooter
End With
For Each HdFt In .Headers
If Sctn.Headers(HdFt.Index).Exists Then
.Range.FormattedText = Sctn.Headers(HdFt.Index).Range.FormattedText
.Range.Characters.Last.Delete
End If
Next
For Each HdFt In .Footers
If Sctn.Footers(HdFt.Index).Exists Then
.Range.FormattedText = Sctn.Footers(HdFt.Index).Range.FormattedText
.Range.Characters.Last.Delete
End If
Next
.Range.Delete
.Range.Characters.First.Previous.Delete
Else
.Range.Delete
End If
Else
.Range.Delete
End If
End With
Application.ScreenUpdating = True
End Sub