Ahhh, the way to do it.
Stefan, that helped.
I didn't expect the headers and footers to be found/replaced after the entire main body was done, but that's what happened. (I thought at the end of the page of the main body that page's footer would be replaced. Note that if I started in the middle of the main body Word likely would have wrapped to the main-body-top before working on the headers and footers. (Assuming All was selected in the Search: box and not Up or Down.)
It appears that when you (any reader of this) copy the cross-reference you should do it when the field codes are NOT displayed... at least, that's the only way I got it to work.
You might also want to be careful that you select the entire source cross-ref and not just copy it to the clipboard when it becomes highlighted (as a cross-ref). Maybe turn on the delineation marks that show the beginning and end of a cross-ref.
Then ^c (or select from clipboard in the Special drop-down) in the Replace with box and Find did the trick. Note too that ^c is typing a Shift-6 then a 'c', not using CTRL+C. (I didn't try CTRL+C.)
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