Table footnote not showing up at all in bottom

Question

My code is here, The table here contains many footnote, but it does not appear at the bottom of page. Please help me to resolve this issue.

 \documentclass[journal]{IEEEtran}
 \usepackage{graphicx}
 \usepackage{subfig}
 \usepackage{caption}
 \usepackage{lipsum}
 \usepackage{tablefootnote}
 \usepackage{hyperref}
 \usepackage{amsmath, amssymb}
 \usepackage{csquotes}
 \usepackage[demo,
             export]{adjustbox}
 \usepackage{stfloats}
 \usepackage{makecell,
             ltablex}    % new
 \usepackage{makecell, tabularx}   % changed
 \renewcommand\theadfont{\small\bfseries}    % new
 \renewcommand\theadgape{}                   % new
 \setcellgapes{3pt}                          % new
 \usepackage{siunitx}

 \usepackage{enumitem}
 \usepackage{etoolbox}                       %
 \AtBeginEnvironment{tabularx}{%
 \setlist[itemize]{nosep,
                   leftmargin=*,
                   label=\textbullet,
                   before=\begin{minipage}[t]{\linewidth}, % <---
                   after=\end{minipage}                    % <---
                   }  }
 \newcommand{\specialcell}[2][c]{%
 \begin{tabular}[#1]{@{}l@{}}#2\end{tabular}
 %%%
 }

 \usepackage{float}

 \begin{document}
     \begin{table*}[htbp]
     \scriptsize
     \setcellgapes{3pt}
     \makegapedcells
     \caption{ABCD}                  
 \begin{tabularx}{\linewidth}{|@{} p{1cm}| l| p{1.5cm}| p{3cm} |p{2cm}| X @{}|}
     \hline
 \thead{Paper}
     & \thead{DNN}
       & \thead{Train/Test}
         & \thead{\specialcell{Performance} \\\ \specialcell{Measures}}
     & \thead{\specialcell{Complexity} \\\ \specialcell{Runtime}}
       & \thead{Critical Findings/Remarks}                     \\
       \hline
       \hline

      \textbf{A}  2016 &  A  & A (PEIRVM)\footnote{https://groups.csail.mit.edu/vision/TinyImages}         
   & A
        & \begin{itemize}
      \item a
      \item a
         \end{itemize} 
   &  \begin{itemize}
    \item a
    \item a
    \item a
      \end{itemize} \\
   \hline
 \textbf{A}  2019 & A  & Camelyon 16\footnote{https://camelyon16.grand-challenge.org/}, Tupac 
   16\footnote{http://tupac.tue-image.nl/node/3}, Rectum 
    \footnote{https://www.pathologyoutlines.com/topic/colonhistology.html}  & a   & \begin{itemize}
     \item a
   \end{itemize} & \begin{itemize}
   \item a
   \item a
   \end{itemize}\\
   \hline
   \textbf{A}  2020 & A &a    &  a & \begin{itemize}
                                      item a
                                      \item a
                                      \end{itemize} 
     & \begin{itemize}
       \item a
       \item a
       \item a\footnote{https://bellard.org/bpg/}
       \end{itemize} \\
   %%%% table body
       \hline
    \end{tabularx}
         \end{table*}
       \end{document}

Edit: My result of tests of the Zarko's solutions:

After second edit:

After third edit:

Answer 1

It may serve as starting point. You need to enclose table in minipage (MWE is partly based on my answer):

\documentclass[journal]{IEEEtran}
\usepackage{subfig}
\usepackage{caption}
\usepackage{amsmath, amssymb}
\usepackage{csquotes}
\usepackage[demo,
            export]{adjustbox} % it load graphicx too
\usepackage{stfloats}
\usepackage{siunitx}
\usepackage{enumitem}
\usepackage{etoolbox}                       %
\AtBeginEnvironment{tabularx}{%
\setlist[itemize]{nosep,
                 leftmargin=*,
                 label=\textbullet,
                 before=\begin{minipage}[t]{\linewidth},  
                 after=\end{minipage}                     
                 }  }

\usepackage{booktabs, makecell, tabularx}
\renewcommand\theadfont{\small\bfseries}
\renewcommand\theadgape{}

\usepackage[hyperfootnotes=false]{hyperref} 

\usepackage{lipsum}

\begin{document}
    \begin{table*}[t]
\caption{ABCD}
    \begin{minipage}{\linewidth}    % <--- 
\footnotesize
\setcellgapes{3pt}
\makegapedcells
\renewcommand{\thefootnote}{\alph{footnote}}
\begin{tabularx}{\linewidth}{@{} p{1cm} l p{2cm} p{3cm} p{3cm} X @{}}
    \toprule
\thead{ABC}
    & \thead{ABCD}
    & \thead{ABCDE}
    & \thead{Function}
    & \thead{ABCD}
    & \thead{Critical Findings/Remarks}                     \\
    \midrule
%%%% table body
\textbf{A}  2016
    & A
        &   Camelyon 16\footnote{https://camelyon16.grand-challenge.org/},

            Tupac 16\footnote{http://tupac.tue-image.nl/node/3},

            Rectum \footnote{https://www.pathologyoutlines.com/topic/colonhistology.html}
            & B &   \begin{itemize}
                \item aaa
                    \end{itemize}
                    &   \begin{itemize}
                    \item aaa
                    \item bbb
                        \end{itemize}\\
    \midrule
\textbf{B}  2020 
    & C & D & D &   \begin{itemize}
                \item aaa
                \item bbb
                    \end{itemize}
                    &   \begin{itemize}
                    \item aaa
                    \item bbb
                    \item ccc \footnotemark[4]
                        \end{itemize}       \\    
    \bottomrule
\end{tabularx}
\vspace{-\baselineskip}
\footnotetext[4]{https://bellard.org/bpg/} % <====
    \end{minipage}  % <---
    \end{table*}
\lipsum[11]
\end{document}

Note: don't use ltablex, it is (as longtable) prohibited in two columns documents.

Edit (1): added is example of use of the \footnote in lists nested in tables.

Edit (2): Sorry, at my first edit of answer I didn't load complete version of edited MWE where is missed the code line with \footnotetext[4]{https://bellard.org/bpg/} before \end{minipage}. Now corrected and this line marked by % <====.

Edit (3): Sorry, but last day was my very badd day ... yes, after \begin{minipage}{\linewidth} is missed code line \renewcommand{\thefootnote}{\alph{footnote}}. Now is added.