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My experience is that some PDF's will retain their footnotes linkages when opened in Word and others don't. If there are a lot of footnotes that have lost their linkages I usually give up trying to convert the PDF, broken footnotes are invariably one of many problems.
If there only a few I fix them individually in Word, and let calibre convert them into popup notes (did I mention I hate popup notes).
I find that PDFs from sources that use professional document writers (think tanks, some gov't agencies, technical publishers etc) have far fewer problems like broken footnotes that other sources.
BR
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