\Z should treat a \u0085 at the end of input like a \n unless
unix lines is enabled.

Also

\G should really match where the last match occurred, not where
the next match starts.

test cases

import java.util.regex.*;

public class test1 {
  public static void main(String [] args) {
    Pattern p = Pattern.compile("foo\\Z");
    Matcher m = p.matcher("foo\u0085");
    if (m.matches())
      System.out.println("matches");
    else
      System.out.println("fails");
   }
}

should match.

Also

import java.util.regex.*;

public class test {
  public static void main(String [] args) {
    System.out.println(Pattern.compile("\\GA*")
                              .matcher("1A2AA3")
                              .replaceAll("X"));
   }
}

should print "X1A2AA3".