There are no specific rules about this. My suggestion would be to treat the Passage and accompanying sentence as paragraphs and the numbered/lettered questions as exercise material (1-5, 3-5).
According to Formats, the notes do go at the end of the page (as you noted). You may want to check with the test producer or the person asking for the test to be brailled as to where they might want the footnotes.
Cindi