Is it legal to new-allocate a pointer to function?

as they (function pointers) cannot be stored in a void* pointer.

Actually, storing a function pointer as a void* is conditionally supported. This means that either it can or cannot be stored depending on the language implementation. If the language implementation supports dynamic loading, then converting function pointer in void* probably is supported. GCC, Clang and MSVC all support this:

reinterpret_cast<void*>(&function);

Is it legal to new-allocate a pointer to function?

Sure. All pointers, including function pointers, are objects and all objects can be allocated dynamically.

Moreover, the resulting pointer to function-pointer behaves as a plain data pointer

Function pointer is an object. Pointer to a function pointer not only "behaves as", but is a pointer to an object.

I can store it in void* and retrieve it from void* by static_cast. Is this behavior guranteed by the Standard?

Conversion between pointer to void and pointer to object is allowed, yes. And round-trip conversion is guaranteed to yield the original pointer.

While function pointers are not object pointers, "pointer to function of some type" is still an object type [basic.types]/8. Thus, function pointers are themselves objects, just the thing they point to is not.

Thus, you sure can create an object of function pointer type via a new expression…