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When converting endnotes to footnote or vice-versa, all the formatting is lost except for the main Paragraph and Character tags. This bug has not been addressed yet in the updates.
Sorry to hear about this. I would request if you could share a few more details like:
You may also check out this video tutorial (https://www.youtube.com/watch?v=3x7xIG7-qEI ). Let us know if that helps.
I would not call this a bug. Once I did, see the link to my bug report below.
It's more a missing feature that manual style overrides are not transferred.
If that's a bug for you report it at InDesign UserVoice:
When done come back and post the link to the report so that others could vote for fixing it.
Or join me with this bug report where I also mentioned the issue:
[ CC-2019 and 2020 ] The Convert-Endnotes-To-Footnotes Disaster SCOPE: SELECTION with CONTEXT MENU
Uwe Laubender, February 20, 2020
( ACP )
PS: Why is this thread marked as resolved with a "Correct Answer" ?
Apparently the issue is not resolved!
Alright, let's talk about workarounds.
The most obvious one:
Do not use manual style overrides.
Always use character styles.
( ACP )
Obviously not a solution, just a temporary work around. But for my 400+ notes, it is unworkable. I consider this a proper BUG.
As Uwe wrote, if your problem is just a matter of "small caps", simply run before conversion a simplistic regex that applies a "small caps" char style to all the "small caps" text limiting this F/R to the footnotes (supposing you used a specific para style for footnotes -- that makes things so simple to be played for you)!
(^/) The Jedi
Of course this is an option. But it's not just small caps and italics. There are font changes, superscripts and subscripts, etc. So I think it is better the problem be fixed than force a workaround on users.
Aha! I've found a new lazy guy as me! …
Sometime ago, a guy asked me how to convert footnotes to endnotes but not all, just some!
That means get around the InDesign by default global conversion!
I've just tested the Script I wrote for him, and, with some simple modifications, it could play your game!
… So, once again, "just 1 click!"
Of course, if you have overrides at the beginning (before Script), you will still continue to have them at the end (after Script)! =D
You can contact me in private if interested by it won't be a for free solution!
Btw, I hope your char enrichments are not as weird as mine! [most are manual … don't search any sense to them: just for the game!] =D
Thanks, but no thanks. I use too many fonts (some of them non-Roman) and prefer to wait for InDesign to fix this problem properly.
Nothing to see! It's only a matter of manual char enrichment!
... And about waiting for Id, sure if you have years to achieve your work!
"Thanks, but no thanks. I use too many fonts (some of them non-Roman) and prefer to wait for InDesign to fix this problem properly."
A script could handle that case as well.
The other workaround, you already guessed it:
 Add a new footnote.
 Move your formatted text from the endnote section to the new footnote text.
For that enable "Drag and Drop Text Editing" in:
Preferences > Type > Drag and Drop Text Editing
[ x ] Enable in Layout View
[ x ] Enable in Story Editor
You could open two Story Editor windows.
One with your main text flow, the other with the endnote text frame.
( ACP )