There hasn't been any work done on footnote heuristics for any format conversions. In formats where they're well defined they're preserved by the normal conversion process. In formats like text, rtf, pdf, etc they'll just be merged into the main text.
There are only two decent options -- convert to ePub and fix in Sigil, or convert to text using Textile - I believe the Textile markup format will allow internal links - you could move things around relatively quickly that way and make the footnotes end-notes for each chapter.
Here's a thread on how to do it with Textile:
http://discuss.joyent.com/viewtopic.php?id=1378
Once the Textile doc is finished you can convert it to ePub/Mobi.