How to deal with footnotes and hyper-links when importing from Word ?

As I write historical novels, I sometimes need to put links to references for my readers. I also have playlists that I share according to the mood of my protagonists. Or maps that are updated online...

During my last import, all the links ended up at the bottom of the import because the notion of page doesn't exist with you, and that's fine. Now, how to get them into a new chapter (Note etc...) without breaking them; they're such fragile objects ;-)