> I have to find (highlight) footnotes with the entire footnote being
> marked/highlighted.  The problems are the (potentially) nested pairs
> of curled brackets (like for \index, \emphasize etc etc) ...

I'm not sure what you mean by marking or highlighting the footnote.
Do you mean in the printed document, or in the source file so that you
can find and change them in some way?

> Constructing a regexp for this is far beyond what I can write,

In the Chomsky hierarchy of grammars, regular languages, which are
recognized by regexps, are below context-free grammars (CFGs).
Compared to regular languages, CFGs add a stack.  And you need a stack
to parse nested delimiters, otherwise you can't tell whether a closing
brace closes the first opening brace.  So no regexp can do what you
hope for.

You could:

1. Use emacs (or your favorite editor) to substitute \myfootnote for
   \footnote, and do some ConTeXt setup magic to make \myfootnote be
   just like \footnote except that it highlights.

2. Use Emacs, which can find balanced braces, to make a keyboard macro
   (start defining it with "C-x (").  Then:
   a. search for \footnote.  Now the point will be between the 'e'
      and the opening '{'.
   b. C-@ to set the mark.
   c. C-M-f ("alt-ctrl-f" to run 'forward-sexp') to move to the
      closing brace.  Now you'll have highlighted the {...} stuff of
      the \footnote.
   d. C-x ) to end the keyboard macro definition.

   Then you can use C-x e to go to and highlight the next footnote
   material.

But I'm not sure either is what you're trying to do?

-Sanjoy

`Never underestimate the evil of which men of power are capable.'
         --Bertrand Russell, _War Crimes in Vietnam_, chapter 1.
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