Hi Geert,
This should work
===
Foo
===
Chapter content
.. raw:: latex
\appendix
===
Bar
===
Appendix content
All chapters after that will become appendices in the PDF.
\appendix macro is part of standard LaTeX report class which Sphinx uses by default.
If you need something more sophisticated you can probably load additional LaTeX packages via 'preamble' key of latex_elements, and insert the suitable raw latex code as above.
Regards
Jean-François