It is not possible to create a footnote or endnote in an image caption.
Created attachment 79227 [details]
ZIP containing ODT/PDF illustrating how to footnote a caption.
It is possible to insert a footnote into a caption, as the attached shows, however it requires a bit of work. The problem is not the caption, but rather the frame that encloses the graphic and caption, and which is automatically generated when inserting a caption. I am therefore going to resolve this bug as a duplicate of bug #48534.
*** This bug has been marked as a duplicate of bug 48534 ***