Reply To: Script to add comma on a 4-digit page

I don’t know any way to do this with the normal page numbering feature. There are a couple of options. First, you could use paragraph numbering, then convert the numbering to “real” numbers, and then run the find/change. (But after you convert the numbers, it will no longer update automatically.)
https://creativepro.com/use-numbered-lists-instead-of-auto-page-numbering.php
and
https://creativepro.com/convert-numbering-to-text-in-indesign.php

Or, someone could write a script to do it.

Here are some attempts:
https://stackoverflow.com/questions/17228040/convert-auto-page-numbers-special-character-to-actual-value-in-indesign-document
https://forums.adobe.com/thread/484505
https://forums.adobe.com/thread/451546