How to add footnote/endnote that is a parenthetical thought rather than a citation of a source?
Use Word's insert footnote function. You can't use Zotero's insert a citation feature since no citation is used, and you can't just use the prefix or suffix to do that. Note: Use both Word's insert footnote function and Zotero's insert citation function may introduce inconsistency of the formatting in footnote.
Alternatively, you can edit the plaintext document after unlinking Zotero citation.
For citation styles, refer to Fondren's Citation Style Guides.
Below are just a few quick links.