Onedrive, Excel and External links

Hello, I have 5 different excel files that need to link and automatically change the numbers in my consolidation overview for my company. This seems to work perpectly fine when I am doing this on my own computer, however, when I share the files with my collague the external links between the 5 excel files and the consolidation don't work work anymore.

With this in mind, my aim is to get 5 different locations to work on their own individual sheets whilst constantly keeping the consolidation up to date. Please can someone help me? 🙂