The documents are from others so I must deal with what I'm given. It may end up being better to trim the ends of all paragraphs, but first I'd like to figure out how to do it reliably in all cases.
Your macro returns "Run-time error 6028: The Range cannot be deleted" for this footnote:
Code:
Sub AddF()
With ActiveDocument.Footnotes
.Add Range:=Selection.Range, Text:=" "
.Item(1).Range.Hyperlinks.Add Anchor:=.Item(1).Range, Address:="FN "
.Item(1).Range.InsertAfter (" ")
End With
End Sub