Structurally, the most challenging book I've ever read was "The Message of THE QUR ĀN" by Muhammad Asad.
Start with the fact that the QUR ĀN itself is extremely non-linear. So much so that I think that this alone requires a great deal of study to address.
The text is 2 columns, the original Arabic adjacent to his English translation. There are copious and often long footnotes. The footnotes cross reference other footnotes, sometimes in chains. I read only the English.
I had to read it 4 times. Once just ignoring footnotes. Again, this time including just first-level footnotes. Again, following footnote chains back to their sources in the text. Finally, to reread just the text after pretending that I had everything figured out.
It took me a year to get through it to my satisfaction, although it was not the only reading, or even major project.
At that point, I think pulling it out to an appendix is the right thing to do. Whenever I find a book with appendices, I do one of two things.
If an appendix looks like "prerequisite" material, I read it first.
If it looks like "further reading" or "deeper dive" material, I note where it's referenced in the main text and return to it later.
The main reason I prefer footnotes to end notes is the separation of concerns. When a book has end notes, they are usually mixed with citations. I don't mind managing 2 bookmarks or the eReader linking back and forth, but I really dislike following the reference to find that it just points at a whole other book.