Not sure if this will do it for you, but here's something to try while
the gurus get to this post.

Edit the macro and paste in this line of code just after the Sub
YourMacroName() line:
Application.DisplayAlerts = False

This will disable the prompt windows. Then at the end of the code,
just before the line that says End Sub, enter this line:
Calculate

This causes the workbook to recalculate, and if all the proper books
are open, the links should update. Let us know what results you get.