As far as I know there is nothing automatic to do the job, because it is hard to know where close is. I suppose something could be written with one of the powerful text editors after you insert markers.
I often put the footnotes immediately following the paragraph they refer to because that way they have chance of appearing on the same page. Fine if the footnote is small, not great at all if the footnote in the original book flowed off the page and took up half of the following one. I do shrink the footnote text to 90% font size so it is possible to skip over it visually. You could make them italicized, but there is often italicized text in them already for the book name referred to.
It is all a lot of work.
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