[Toxaris]

Your code works fine in my small test case.

Try the following. Probably better, more smart ways will be placed below my answer, but it should work:

find:
^{<a href="" name="">([0-9]{1,})</a>}

replace:
^{<a href="../Text/Foreword.xhtml#note\1" name="ref\1">\1</a>}

I tested it in Sigil 0.4.9.02 and there it works. However, I must point out that in your initial code there is missing an equal sign in the name part.