وَتَتَّصِلُ بِأَوَاخِرِهَا حَرْفُ الْخِطَابِ.
Translation: An addressee-marking particle can attach to the end of a demonstrative.
The kāf of address in «ذَاكَ» addresses the listener. It does not describe the gender/number of the object pointed to, and is not a genitive pronoun in this construction.