So just a few things then
The ability to search "just down" or "just up" is basically searching without wrapping. And as it happens the next version will have a wrap/no-wrap option for Find & Replace.
There isn't any way to do counters in regex that I know of - but if there is I'd be glad to here about it. I've been wondering about a special search tool that could handle counters - but haven't worked out exactly what to do. Having specific examples of where something like this would be useful starting place. Usually the problem is that the counter needs to be updated identically in more than one place. I doubt it would do Roman numerals though
But what are you actually doing with the changes. Just updating the heading ids? Updating the ids to match the heading text or title. Do you have some specific before and after examples?