\setuphead[section][before=, after=]
\def\Bla{\dorecurse{12}{bla }}
\def\Section#1{%
 \startsection[title=Title]
   \dorecurse{#1}{\Bla}
 \stopsection}
\def\SecWithFN{%
  \startsection[title=Title]
    \dorecurse{10}{\Bla}
    \footnote{\Bla\Bla}
  \stopsection}
\def\SomeSections{%
  \Section{15}
  \Section{20}
  \Section{9}
  \Section{3}}
\starttext
\SomeSections     % No vertical space, OK.
\page
\startmixedcolumns[n=2]
  \SecWithFN      % 1.) Footnote overwrites last line.
  \SomeSections   % 2.) Vertical space around the section titles.
\stopmixedcolumns
\page
\startmixedcolumns[n=2]
  \SomeSections
  \SecWithFN      % 3.) No linebreaks in footnote.
\stopmixedcolumns
\stoptext