You would be better served if you forgo using EndNote’s captioning and switched to MS Word. Just erase the caption in the EndNote reference template (or copy the caption to another field). Then in MS Word go to the References tab, click INSERT CAPTION.
The Insert Caption dialog box enables keying in specialized figure numbers (like 1.1, 1.2) followed by the caption. Using MS Word also makes it easier to generate a List of Figures with corresponding page numbers.