There are questions

What do you mean by 'macros in the footer?' You can't have macros in a footer. You can have them act on a footer but then you say your document is DOCX format and that cannot store macros, so where have you stored the macros?
For macros to work on any document they must be stored in a global template. By default that would be the normal template.
It would help if you posted your FileSaveAs code so we can see what the macro does.
For an update all fields macro - take a look at the example code at
http://www.gmayor.com/installing_macro.htm This will cover most situations - certainly fields in header/footers.
The FileSaveAs macro would have to either determine the name with which the document is to be saved, then write it to the footer, or apply it to a docvariable field in the footer, or it would have to save the document, update the filename field then save it again to store the new value.