I recently bought this Kindle book:
http://www.amazon.com/dp/B00J6TWHOS/...8080_TE_M1T1DP
The first thing I did was load it on Calibre, convert it to epub, and start reading it on Marvin. But I noticed footnotes weren't working correctly. So I started reading it on my iPad's Kindle app - they still weren't working. I checked on my Kindle for Mac - they worked. Also some illustrations didn't show up. I finally fixed it on my Kindle app (via Amazon customer support), by uninstalling and reinstalling that app. But that shouldn't have anything to do with my Calibre version which came from my Mac's Kindle library.
It has a kind of footnotes I haven't seen before, with asterisks and daggers. When it wasn't working, it usually wouldn't go anywhere (just seeing the asterisk), but occasionally, it would pull me into the reference page, where I couldn't return. I'm wondering if Calibre is unfamiliar with it?