As you know, you can double-click the endnote number in the main body of the text to move the insertion point to the endnote text. This works in the other direction as well: double-clicking the endnote number inside the endnote moves the insertion back to the endnote in the body of the document.

However, this is internal to Word, and it doesn't rely on hyperlinks, so there is nothing that can be converted when you save in another file format.

You may have to try the third-party software that you have found.

__________________
Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional