Dear Paul:
I have put a Comment sign <' > before all 4 lines in that block of code. That produced an endnote with roman number, and NO error message.
I then reactivated each line separately. When any of the 4 lines was activated I got an endnote with roman number AND an error message.
So did various other macros that I created to insert foot- or endnotes.
I repeated the whole rigmarole in Word 2003 under XP and everything runs without a hatch.
This looks like a problem of Word 2011 for Apple Mac!

PS: I also did it according to your literal instructions: comment out one line and leave the other 3 active. Same result for all 4 lines