If you compose your text in Word, using its endnote function, Calibre will automatically create the links when converting DOCX to EPUB.
If you're doing it manually in Sigil (or, hopefully, semi-manually using some nifty REGEX) there's no need to have a chapter's endnotes physically at the end of THAT chapter. One block at the end is fine. The linking and linking back works just the same.
When what you really wanted was a footnote on THAT page, consider integrating it into the main text.
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