Very confusing. I think there is either a bug in Writer or a non-anticipated short sight during conception.
Your document is split between a master document and slave ones. The basic principle is: master document settings override those of the slave documents. That’s worth for styles, but situation seems a bit more complex with sections.
You configured the sections in the article documents with the Collect at end of section ticked. However, since your articles are alone in the documents, this is not important for the article document apart from the fact it causes no page style switch.
First, I used all your files as is and I incur the same “bug”. I then unticked the Collect box in one of the articles and the corresponding end notes jump to end of the master in an Endnote page. This can be considered as “standard”.
Thinking that the section definition was faulty or not correctly interpreted, I created sections in the master and tried to link the articles from the sections. Writer refuses to insert links to other files from a section! The to-be-inserted article was put at the start of the document instead, outside any section.
Whatever I do, the inserted document is formatted within its pages with the expected header until we reach a page full only with notes. There, header reverts to the first Header 1 found in the document. To make it clear, it is not the one preceding the article with the faulty notes, but the very first in the document.
it is impossible to insert a slave document in a section. To the best of my knowledge, this constraint is not mentioned in the documentation.
End notes are not managed correctly when collected in the master document. Page management is totally messed up, Writer, seemingly loses its position reference.
IMHO, this a bug. File a report at https://bugs.documentfoundation.org. Try to reduce even more the sample. A single slave document should be enough. Add two or more Heading 1 at head of master to clearly show which “chapter title” is selected in the header.
PS: You seem to type your document like was taught during typewriter era: two spaces after period. This is no longer recommended nowadays because it can cause problems when justification is enabled. I know some prefer a wider space after a full stop, but this should not be done like that. Maybe a change in end of sentence handling within Writer might be desirable.
Also, most of your documents are styled Default Style instead of Body Text. Default Style should only be used to set defaults (no pun intended) for all other styles because all its attributes propagate to all others (unless overridden of course). This is a handy trick to change everything in a document.
#Bug report created 2019-09-01
It appears this is a duplicate for bug tdf#123917 issued 2019-03-07