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See screenshot. I´m not able to move the first sentnce on Column 2, (“too good to be true.”4). I want to move it to columns 1 so it ends there together with the whole sentnces and also as it is space for it.
I have tried different ways but nothing works, I try to change the Leading - wont work. Also when I delete that sentence then the footnote on the bottom of column 2 dissapears.
What can I do?
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Dealing with the second issue first; yes, if you delete the reference point for your #4 footnote, the footnote itself will also disappear. InDesign no longer has a reference point for placing the footnote, so it no longer can do it.
Now to the first issue you discussed. Again, the footnote placement is what comes into play for your issue. I'd bet the specification for your footnotes is to place them at the bottom of the column where the reference point falls in your document. There's not enough room to place the footnote at the bottom of the first column, so InDesign actually creates the orphan line in the second column to provide for the footnote at the bottom of the column. Shrinking the text block by more conventional means to move that orphan doesn't work, because you cannot move that last line of the paragraph to the first column because there is no room for the footnote in that column.
What to do? Break the rules.
Add one more pull quote in the first column like the example in the third column. It'll force more of the paragraph in question into the second column, the footnote will still have plenty of room in the second column, and you'll likely get much better column breaks — for this page anyway — in your layout. Just remember to check the rest of the layout because adding the extra pull quote will change column and page breaks all the way downstream.
This isn't necessarily the answer you were looking for, but I'll betcha a nickel that it'll work well for you.
Hope this helps,
"What can I do?"
 Enable hyphenation for the paragraph that holds the footnote.
That could result in a paragraph with lesser lines of text so that the footnote text will start in your first column and will continue in the second one. You may enable Allow Split Footnotes in the footnote options of your document.
 Let allow footnote texts span all three columns: Span Footnotes Across Columns
That would work if the three columns of text are part of one text frame.
Text > Document Footnote Options > Layout
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you could do  also for an individual text frame.
See the text frame options. From my German InDesign 2021:
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