The only bookmark that the Kindle automatically creates is the "last page read" bookmark. It keeps no record of the "furthest page read".
If you want to jump back to read something and then return to your "furthest page read" you need to manually create a bookmark (Menu > Create a Bookmark) before you leave that furthest page. You can then return to your furthest read page by accessing your bookmarks (Menu > View My Notes & Marks)
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