Is there a way to have continuous footnotes on a 250 page report without linking pages.

Closer to the mark is that you need the text to be read by InDesign as one text thread. There are lots of instances where this may not be the best idea, but in this instance it's vital.

It can all be one InDesign document, but when you place the Chapter 1 word processing file, then the Chapter 2 file after it, etc., InDesign reads those as separate articles inside the single document. So you get footnote numbering for Article/Chapter 1, then again for Article/Chapter 2, etc. with its own discrete markers and numbering.

You fix that by making Chapter 2 an extension of Article/Chapter 1's text thread. not a separate, discrete article after it.

Try this:

• If Chapter 1 and Chapter 2 are separate placed text threads, click anywhere into Chapter 2 with your Type tool. Then choose the Edit>Select All menu command to highlight everything in that text thread and then Edit>Copy to place all the text and formatting for Chapter 2 into the clipboard.
• Now navigate to the end of Chapter 1 and get your Arrow/Selection tool. You're only doing this because you want to confirm you're at the absolute end of the Article/Chapter 1 text thread. Click on the last text frame for Chapter 1 and make sure it has a blank exit point like the example circled below. If it doesn't, extend the bottom of the text frame until you see a blank exit point.
• 

   Now get your Text tool again. Click after the last character/punctuation point of Article/Chapter 1 and hit the Enter/Return key to skip down one line. Then Select the Edit>Paste menu command to place a copy of all the text and formatting for Article/Chapter 2 at the end of the threaded text of Article/Chapter 1 and create an extension of the first text thread.

• Go back to your original Article/Chapter 2 with your Text tool and click anywhere in that discrete text thread. Use the Edit>Select All menu command to highlight all the text and formatting for that discrete text thread, then Edit>Clear to delete it all.
• Note: This is why it's safer to copy the content to the clipboard rather than just cut it. If things go wrong, it's better to have two instances of all the formatted text for Article/Chapter 2 than mess up and not have one at all.
• Get your Arrow/Selection tool and click on the small + sign exit point for Article/Chapter 1. This will pick up all the following formatted text for Chapter 2 with what InDesign inelegantly calls its Place Gun, but now it's an extension of the text thread for Article/Chapter 1. as shown below:
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  Navigate to the empty text frame where you started with the discrete Article/Chapter 2, and put your Place Gun cursor at the upper-left corner of the frame where it shows two little chain links with the cursor. Click the left mouse button to place all the formatted text for Chapter 2 right where it was before, but now as an extension of the first text thread. So now it's still Chapter 2, but InDesign recognizes it as an extension of Article 1.
• Lather/Rinse/Repeat until all the separate, discrete articles in your InDesign document become one single article/text thread.

This is how you get your sequential footnotes. If Chapter 1 has, say, 20 footnotes and Chapter 2 has 15; making them one single text thread will number your footnotes from 1-35.

Hope this helps,

Randy

In your Type>Footnote Options

Try changing the settings