Sorry, just the way I worded it. (I'm not very clear when trying to explain things)
I tried to say that the BIG problem, is that the OP's file uses all the same numbers for each of the stories and so any link references written in the replace would link to the first footnote reference in the converted file, hence the need to use Sigil and the replace of the '../Text/index_split_000.html', that way they would only link to ones in their own file rather than all jumping to the link in the first file.
Since Markdown text doesn't do markup for an id for a link tag to reference, as in html tag <a href="#idname">, I had it so that what's inserted is what the html would be in the final output instead of the markdown.
Going from the OP's sample, it seemed an easier solution to use the 2 s&r's to do the task, although using your one regex would work just as well, the fiddly bit was working out what would work in the final output, that's why I broke it into two, working each one out separately.
Hope it's clearer (note I said clearer and not clear
)