Thanks for the screenshots.
Yes, I think I detected something similar. The conversion process is buggy as hell.
Let me see, I've done some bug reports at InDesign UserVoice in February. You may detect your issue in my reports; don't know the details anymore:
[ CC-2019 and 2020 ] The Convert-Endnotes-To-Footnotes Disaster SCOPE: SELECTION
Uwe Laubender, Feb 20, 2020
https://indesign.uservoice.com/forums/601180-adobe-indesign-bugs/suggestions/39755959--cc-2019-and-2020-the-convert-endnotes-to-footn
[ CC-2019 and 2020 ] The Convert-Endnotes-To-Footnotes Disaster SCOPE: SELECTION with CONTEXT MENU
Uwe Laubender, Feb 20, 2020
https://indesign.uservoice.com/forums/601180-adobe-indesign-bugs/suggestions/39756448--cc-2019-and-2020-the-convert-endnotes-to-footn
[ CC-2019 and 2020 ] The Convert-Endnotes-To-Footnotes Disaster SCOPE: DOCUMENT
Uwe Laubender, Feb 20, 2020
https://indesign.uservoice.com/forums/601180-adobe-indesign-bugs/suggestions/39755560--cc-2019-and-2020-the-convert-endnotes-to-footn
Or do your own report.
And please vote for fixing this mess.
Regards,
Uwe Laubender
( ACP )