I ignore Endnote entirely when I insert figures. I insert figures into frames (which isn’t necessarily easy to do) and then the caption and figure can be moved around together.
Here is the simplest way to insert a frame in Word 2010/2013.
http://www.extendoffice.com/documents/word/733-word-insert-frame.html#a2
(here is the official support suggestions:
https://support.clarivate.com/Endnote/s/article/EndNote-Citation-numbers-out-of-order?language=en_US