I use pandoc to make the html file. I view it as a last resort document!
It would be possible to fix these fby setting a base URL: https://github.com/jgm/pandoc/issues/1751 which will mean the links go to the website at least. I'm not sure how to make the links work internally - that would probably need some rewriting of the markdown.
If you think that is worth doing then please make an issue. Even better figure out which parameter to pass to pandoc (it is called from the Makefile) and send a PR