If you're using APP through Styler, footnote splitting is problematic.
As Gareth mentioned, you should be able to do source edits that will replace the default footnote control stream generated by Styler. However, we have found with other customers that the formatting operation will crash intermittently.
Further, the source editing required is not trivial and requires writing a JavaScript to replace the control stream. If you're not familiar with JavaScript and/or APP, it's probably best to work with a service provider to make the changes.