Contrary to what the OP originally wrote, the paragraph which "creates an enormous unnecessary withe space" in his sample document "Teste footnote.docx", and presumably in his original document, is not located "at the end of all notes". Actually, it is located in the footer area and serves as anchor to the frame hosting the page number.
It would help to have a screen capture with focus on the footer area itself.
Maybe the framed page number and its associated paragraph anchor are inserted automatically by Endnote in the footer area.
But it remains that the paragraph which "creates an enormous unnecessary withe space" in "Teste footnote.docx" cannot be removed until the anchorage between the frame and that paragraph is neutralized.