Thanks for the diagnostic tip. Most of the fields show up as
Some of them don't have the MERGEFORMAT switch

The targets are defined using bookmarks.

The context is a level 2 heading, which is bookmarked, followed by a body text paragraph (which isn't) and then the table. The table cells are supposed to contain nothing cross-references (as in the "good" screenshot). Each cross-reference points to a bookmarked piece of body text, which is followed by a short body paragraph and then a "back to the overview table" cross-reference: this uses the bookmarked level 2 heading.

For the wider issue, I can of course recreate all the cross-references as hyperlinks … but my mental model from other programs uses "cross-reference" for links within a document/book and "hyperlink" for links to external files and web addresses.