Thanks.
In other words, it is currently not possible to insert footnotes into text that contains HTML. My choices are to either manually parse the text looking for HTML tags, and assemble the docx using addText(), which does support footnotes, or use embedHTML() and forego footnotes.
I have a suggestion for phpdocx. Have embedHTML() support a pseudo HTML tag <footnote>:
$thetext = 'The quick <em>brown fox</em><footnote>this is a footnote for the brown fox</footnote> jumped over the lazy <strong>sleeping dog</strong>.<footnote>this is a footnote for the sleeping dog</footnote> And the story continues...';
$docx -> embedHTML($thetext);
EmbedHTML() could then process the <footnote> tag, inserting the proper WordML to have what's contained between the <footnote> tags become Word footnotes.
That's what I'm going to try and do. Wish me luck.