Sorry:
I don't use Calibre for MOBI conversions, so I'm not the person to help you. I wouldn't know an AZW3 if it ran over my foot. You might try asking about this on the Calibre forum.
Have you considered simply converting your ePUB with KindleGen? And seeing if your output performs properly? I assume you're doing this for yourself, to have footnotes you can read, as AZW3 is only viable for Calibre and sideloaded MOBIs?
Hitch
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