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I am attending a class on English Linguistics and right now we are discussing the cohesion device of reference, which means that one item in text points to another element for its interpretation.

Endophoric reference consist of anaphora (refers backwords) and cataphora (refers forward).

Based on these ideas, is it correct to say that this is an example of anaphora, given that it is also an example of sustitution (=auxiliary verb used to avoid repetition and hold the text together)? (=the pronoun or pro-form follows the reference word): "I should have bought a present. Susie did"

"Did" is in this example the item referring backwords to "bought a present".

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Yes, it's anaphora, but it isn't referential anaphora. Following George Lakoff, most now distinguish identity of meaning anaphora (here the deleted V' is interpreted to mean the same as its antecedent V', "buy a present") from identity of reference anaphora. An example of the latter would be "I would have bought a present, but Suzie bought it first." The meaning of a V' can be reasonably represented by its form (here "buy a present"), but coreferential anaphora works quite differently.

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Great question that has never occurred to me. Obviously depends on how we want to define anaphora, which we can do however we please, so I won't go there. But there is a critical distinction to be made. "I forgot to buy Suzy a present. She's pissed." Here "Suzy" and "she" are co-referential. But in your example, "bought a present" and "did" are not. They may not even refer, depending on your philosophical perspective. "Did" does not, ipso facto corefer; you could gloss "Suzy did" as either "Suzy bought a present" or more likely "Suzy did buy a present." Which are not really the same.

A possible test: ask "who or "what", etc. The answer to "She who?" would be "Suzy", same as in "I forgot to buy Suzy a present." But "Did what?" would get "buy a present" rather than "bought a present".

So I would be inclined to say that the meaning of "did" etc. in examples like yours depends on more than just back (co)reference, and so should be distinguished from the canonical cases of nominal anaphora.

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