Also InDesign produces terrible ebooks and you have to rent it. It's a Desktop Publishing system for paper!
WordToEpub makes poor ebooks, even if it understands footnotes.
The MS Word footnote system only works properly for PDF/Print or another user on a compatible version of MS Word. It can also break just editing (notes get deleted if reference is deleted).
So now we (not just me) do footnotes or endnotes manually as described.
I've a copy of Word 2007 somewhere on a VM