Then your endnote citations have been erased, but I don’t see any reason why, from all you have said. You drag them in, and they should appear transiently as {author, year #recno} and then get converted to the citations and bibliography that match your Output style. They should be “grey” fields when you hover your cursor over them.
At this point you should be able to do the unformat step (convert to unformatted)
then save it, but don’t close – you should be able to do the update/unfomat steps
then save it, close and reopen – they should be grey and you should be able to do the update/unfomat steps.
if not – then are you SURE you are saving to .docx, doc or rtf and not to .odt for example and reopening that document? – That is the only scenario I can see that would remove the fields. Or someone else is doing so.