Dear Paul,
Thanks for your help.
First, apologies for the breach of etiquette in cross posting. I did not realize there was a norm against it.
The reason why I used bookmarks instead of footnote cross references was simply because I did not know how to batch create the latter by macro, and I found a macro that uses the former.
I tried your macro on a simple test page. Unfortunately, it did not seem to work - with or without changing wdFootnoteNumber to wdFootnoteNumberFormatted
I've taken a screenshot of the page

In this test doc, the cross references in the footnotes to other footnotes are manually typed in. I am trying to convert them to automatic cross references.