Reply To: CS4 Data Merge – commonly known issue with consecutive blank fields

That's weird. GREP find/replace has a few options for its Search Scope (All Documents, Document, Story, or Selection), and page is not among these :-D

Are you sure you did not select anything? (Find/Change decides at a whim you “wanted” to search in a selection only, or the entire document — it seems to always guess the reverse of what I actually intended.)

Just try again, and check if the Search Where dropdown is set to “Document”.