UPDATE:
I found what it seems to be te issue.

Compare https://es.wikisource.org/wiki/Cosmos:_Tomo_I/Introducci%C3%B3n_1 (only one <pages> tag, endnotes pages included on "include="). If exported, it renders correctly

With https://es.wikisource.org/wiki/Cosmos:_Tomo_I/Introducci%C3%B3n_2. It currently isn't possible to merge the two <pages> tag because of complex <sections>. If exported, it renders incorrectly.

@Ninovolador In cases where there are endnotes in a chapter, I have done it two different ways, neither using "ref follow"

1. use the old ref template and note template that puts anchors in place
2. https://en.wikisource.org/wiki/Template:Ref
3. https://en.wikisource.org/wiki/Template:Note

nice and simple, and requires you to include the notes pages in the transclusion

2. Using a methodology of #LST
3. design https://en.wikisource.org/wiki/Template:Authority_reference
4. implementation https://en.wikisource.org/wiki/Template:IrishBio_ref and https://en.wikisource.org/wiki/A_Compendium_of_Irish_Biography/Todd,_James_Henthorn

more complex though needed due to nature of the work. You don't need to transclude the notes pages as they are included through the template usage.

In the example of the work you displayed, I would have chosen to use the REF and NOTE templates as it works in a great lazy fashion.

@Billinghurst Finally I did it with Ref/Note and it works fine. I guess we can call this very obscure bug out of scope.