If you must
Polish you REGEX foo and you could Search for:
"See Chapter 8, note 37"
to a Link (more work if those were not formatted consistently)
Be wary of doubles (or more) and do those first
Code:
See (Chapter \d+), note (\d+)

I included the word Chapter so it would not do any other "See..."
Note: Name the target files EXACTLY as shown (
Chapter 8.HTML),
<a>href="Chapter 6.html#37</a>
Code:
<a>href="\1.html#\2</a>
Number the matching note Anchor as shown (no REGEX, because I have no clue as to what the notes code looks like)
<a>#37</a>