Problem the first: The first stage when finished with its mission is not in orbit, nor even close. It somewhat depends, and specifically with a Falcon 9 there is a wider range than usual of first stage MECO stats.
They can run it as a F9 expendable, where it is max payload, max thrust, empty tanks. They can run it as a F9 reusable, where they save 15-30% of fuel for recovery. With the ASDS allowing down range recovery, they can also vary between RTLS (Return to Launch Site) or land down range on the barge.
More 'traditional' first stages mostly delivered as much payload as possible for the mission. Thus mission trajectories differ, and thus conditions at MECO differ, but in all those cases, none are really close to Orbit.
I saw a calculation (but cannot find it now) of what Grasshopper (Falcon 9 1.0 first stage, no second stage or interstage, with heavy boilerplate legs) could do as an SSTO. It was not really capabale. The F9R-Dev1 that was lost in testing with 9 engines, could actually deliver a low couple of hundred pounds as an SSTO but would not be recoverable.
Thus getting that first stage to the ISS (which is in a lousy orbit for US launches) is pretty much out of the question.
Problem the second: You now have to run a bunch more launches to get the needed fuel and oxidizer to the ISS to recover this one stage, that can actually launch cargo on its own (Dragon mode) and recover itself.
Problem the third: The mass of fuel required, is estimated at 15-30% of the fuel load for a normal launch is on the order of several hundred thousand pounds. Current deliveries to the ISS top out around 10,000 lbs a mission. (ATV I think is the biggest payload vehicle right now, though not anymore since it is finished, no more to be built. So HTV then as number 2).
Problem the fourth: Fluid transfer in space is not well understood. Right now, Progress and ATV do it, to provide fuel for the ISS Russian segment engines. But those are hypergolics that are not cryogenic. That would in theory be analogous to Kerosene/RP1, but would be new development for LOX. It should not be insurmountable, but it is not something that is off the shelf either. (Liquid Hydrogen is the holy grail, with its much better ISP for orbital operations. But that is much harder due to needs for active cooling and boiloff).
Problem the fifth: Related to the second and the third. As Steven Wright used to say "You can't have everything, where would you put it?". The volume of fuel and oxidizer you would need to store somewhere (a depot or somewhere on the ISS) would be fairly large, and of course no such system exists. Not to say it could not be built, (in fact I would argue it really should, but different answer to a different question) but it does not yet exist, nor are there any serious plans (as in bent metal) for such a thing.
Does any group have a serious proposal to build & maintain a station at L1?
Why would orbital fuel depots make sense?
Very cost in-effective across the board. The numbers just do not work.
