I have the Kindle version (which is an AZW) and I just tried it using Sony eBL after conversion to ePub using Calibre. The footnotes are intact, and they include a return hyperlink to get back to the main text (not required on the Kindle or for MobiPocket, since they have a "back" option). If eBL has a back key, I could not find it - but the return link worked.
Note that the external TOC does not include the chapter headings (even in the AZW/MOBI version), but there is an internal chapter TOC as a set of hyperlinks.
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