This seems to be refreshingly clear and simple. The note reference characters go after the punctuation mark, like [a] and [b] above, unless it's a spacing punctuation mark like a dash. Seems to be pretty universally agreed.
Here's what the esteemed Chicago Manual Of Style (subscription required, so, second-hand quote, from 14th ed. 1993, Clause 15.8, p. 494) says about the matter:
The superior numerals used for note reference numbers in the text
should follow any punctuation marks except the dash, which they
precede. The numbers should also be placed outside closing
parentheses.
As far as I can tell, the only disagreement with this convention is the optional preference by some to add kerning rules that pull the reference note back to overhang over low-hanging punctuation marks (commas and full stops/periods), presumably to reduce the 'disconnect' I mentioned in my question. Looks great, pain to do.
Common sense note: take care to avoid there being a space between the punctuation mark and reference. This also means: take care that the note reference doesn't break over new lines separately to the preceding content. For example, do...
Lorem ipsum dolor sit amet,[a] consectetur adipisicing
elit,[b] sed do eiusmod tempor incididunt ut labore et dolore
aliqua[c] - fugiat nulla pariatur.
...not...
Lorem ipsum dolor sit amet,[a] consectetur adipisicing elit,
[b] sed do eiusmod tempor incididunt ut labore et dolore aliqua
[c] - fugiat nulla pariatur.
Actually, there's one exception where I can't find a convention - ellipses. But that's such a niche unlikely case it's more of a separate question.