The linked story was created using the Jonah story format that comes included with the Twine 1.x application, this story format is the only one that I can think of the supports the 'end-less page' layout.
While there are a number of different methods you can use to simulate the 'end-less page' effect using the other story formats (like Harlowe) they all have the same problem which is that they don't update the History system (1) each time the contents of a new Passage is appended to the end of the current page, and such updating is required if you want the Save system to track the Player's (link) selections.
(1) Each time a Passage Transition occurs a new moment is added to the History system, this moment includes the name of the Passage that is about to be shown as well as the current state of all story variables changed in the Passage that is being left. A Save contains the contents of the History system as it was at the time that the save was made.
The following demonstrates how to use a named hook with a combination of the (append:) macro and (display:) macro to simulate the end-less page effect.
1. Setup the endless layout in launch passage of your project.
The first block of text...
(link: "Option 1")[
(append: ?endless)[(display: "Second")]
(link: "Option 2")[
(append: ?endless)[(display: "Third")]
2. The Second and Third passage's links would also target the endless named hook, as would all later passages like Last.
<br>The second block of text...
(link: "End of story")[(append: ?endless)[(display: "Last")]]