Ahoi,
I’m still working on this issue.

For the usual cases, the current mechanism is good (see attachment).

* I gave up on the number placement in its own line (without text indent).

* Footnotes in captions mostly disappear.

* Footnotes in captions or other boxed environments (chapter title in my case) 
get misplaced, e.g. if a figure is narrower than \textwidth, the margin note is 
moved into the textarea by the difference.

\startplacefigure[location=here,title={Some caption\footnote{Source of the 
image. This disappeares or gets misplaced}}]
\externalfigure[cow]%[width=.8\textwidth]
\placelocalfootnotes % doesn’t change anything
\stopplacefigure

* Further, in some cases it would be good to move the margin note by a few 
lines higher or lower.
 \inmargin has this first parameter: "+ - low" in reference, e.g. \inmargin 
[method=first,voffset=-6pt] in source typo-mar.mkiv)
 I just need a way to transfer this option through \footnote: I used a global 
definition that I redefine where I need it:

\def\FNVOffset{0} % vertical shift of footnotes in negative lines
% this is unclean, but works quite well

\define\PlaceFootnote%
 
{\inmargin[voffset=\dimexpr-\FNVOffset\lineheight\relax]{\vtop{\placelocalnotes[footnote][before=,after=]}}}
\def\FNo#1{{\ss\tfx #1}}

\setupnote[footnote]
 [location=text,
  bodyfont=,
  indenting=no,
  before={\noindent},
  next=\PlaceFootnote]
\setupnotation[footnote][
   way=bychapter,
   align=flushleft,
   style={\ss\tfx},
   indenting=no,
   location=serried,
   alternative=serried,
   width=broad,
   numbercommand=\FNo,
]
\setuptexttexts[margin][]
   [{\framed[
     align={flushleft,bottom},
     frame=off,
     height=\textheight,
     width=\rightmarginwidth]{%
     \strut\vfill\placenotes[footnote]}}]

\setupmargindata[inmargin][location=outer,stack=continue,align=flushleft,style={\ss\tfx}]
\setupmargindata[inouter][location=outer,stack=continue,align=flushleft,style={\ss\tfx}]



Greetlings, Hraban
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