In the example, below, there is a tie at the end of the bar before the first ending. Therefore, there should also be a tie leading to the note in the second ending.

First and Second endings .png

There are a couple of ways to address this. The option I use most often is via the symbols menu:

  1. Select the whole note in the first bar of the second ending.
  2. Press the letter Z to open the Symbols menu.
  3. Click “More Options” as I find it easier to navigate this view. 
  4. Go to Notes and choose either the above or below tie. In this case the below tie.
  5. Drag it as needed.  

Symbols ties.png

The other way to address this is using a non-magnetic slur. However, if takes more time to adjust the look of the slur. Here is the section of the Sibelius manual that mentions this.

Non-Magnetic slurs from Manual.png