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An exophora is an expression referring back to something outside the text. Specifically, wikipedia states "not in the immediate text".
Does “not in the immediate text” mean not within the paragraph, phrase, or page, or is it about context?
This bit is a little unclear for me, so I'd love a clarification. Are we talking about when the referred to expression is implied/clear from context and thus not directly given in the phrase?
The use of immediate in that definition is not needed and a little misleading. For example, Diessel (1999) defines exophoric demonstratives as referring to "entities in the situation surrounding the interlocutors" (p. 94). This is opposed to endophoric reference, which comes in three types: anaphoric ("coreferential with a noun or noun phrase in the previous discourse", p. 95), discourse deictic ("focus ... attention on aspects of meaning, expressed by a clause, a sentence, a paragraph, or an entire story", as in That's false or That's a lie, p. 101), and recognitional (which is not coreferential with anything: there's this book I like, p. 105). You might also be interested in §15.3 in Lyons's Semantics (vol. 2), but the terminology there is a little dated compared to Diessel.
Ignoring the discourse deictic and recognitional uses, the basic distinction is between:
The first is exophoric because it directly refers to an entity in the world outside the text. The second is anaphoric because it refers to a phrase in the text. (It could be said to refer to an entity outside the text, but only indirectly so: via the coreferential noun phrase.)
Usually anaphoric reference will be over limited distance. This is not a matter of definition, it's just a natural constraint. When much text intervenes between the anaphor (that book) and the antecedent (his latest monograph), it becomes too hard for the Addressee to figure out the reference. The following is odd (and just imagine what happens when you insert thousands of words in between):
John borrowed Mary's latest monograph from the library. Then he attended his last lecture of the day, biked to the supermarket for groceries, cooked dinner and ate. The following morning they went on holiday to the South of France. They spent three weeks hiking, swimming, canoeing, and strolling through dusty villages in which time appears to have stood still. When he returned back home, he took that book of the shelf for the first time.
However, as long as the entity is somehow kept active in the Addressee's mind, there is no problem with the distance an sich:
John borrowed Mary's latest monograph from the library. He had been wanting to read something about binding theory for a long time, and knew that Mary was an expert on the topic. He was looking forward to read about the latest insights in the field. He attended his last lecture of the day, biked to the supermarket for groceries, cooked dinner and ate. But the first chance he saw after that, he pulled that book out of his bag and started reading it.
