I note you haven't received any replies, so I'll jump in with something that is probably not helpful. I have a lot of PDF reports and I screw around with the margins for various effects (simulating full-bleed, making "letterhead" stationery) all the time, and I have lots of footnotes. The bad news is, I don't experience the problem you're reporting, i.e., my footnotes are at the bottom, no prob.
2 gratuitous thoughts: I always set my margin options before opening the PDF destination. If, in addition to proc report, you're also using any traditional (device-based) SAS/Graph routines, you need to take additional steps to get your headers and footers at the top and bottom of the page. I can say more if you're doing that.
It might help if you could you post a small sample program that demonstrates the problem? It's tough to diagnose something in the abstract.
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