In X9, I see the option to “include citations in bibliography” in the output style’s footnote template menu. (see Chicago 16th footnote no-bibliography style – I have one which doesn’t generate a bibliography in my collection.) I don’t have Endnote20 to check for you but did you look under the footnote template?
Note added: I see this output style doesn’t include a bibliography as an example.
TF-K Chicago footnotes only