I tried AutoCorrect entries as formatted text complete with URL and it worked fine for me.
Repeatly going to the same place. AutoCorrect also allows to insert the hyperlink - if you chose formatted text.

I did the same thing with bookmarked text so I could use the hyperlink within a document to see if you could enter an AutoCorrect entry this way, that also both again inserted no problem.

You might want to up load your document as it always easier to solve the problem when you can see it.

Know doubt the brains on here will give you a solution.

I will also be following this thread to see what else can be learned or achieve a more efficient way.

Best of luck.