Ah, well the newest version will be a bit of help then
There's a Back button for clicked links (even in Code View). And the newly written insert id/hyperlink functions allow you to add an id, and select a hyperlink from the list of available targets in the book. Select footnote number, add id, select footnote, add id, add hyperlink, select (or put cursor in) footnote number, insert hyperlink
Although it won't be until the next beta that the selected inserts work smoothly...