Hyperlinks

Hi, we are having an issue with  hyperlinks in Office 365. We've just moved the majority of our files from OneDrive to SharePoint. The hyperlinks to the headings in the same document in OneDrive (Word Document) are correct but in SharePoint don’t work. When I click on the hyperlink for example to the “headings 1” it takes me on the top of the document page, not to the specific hyperlink. Additionally, the broken hyperlinks are marked in grey.

Another issue is lack of possibility to add hyperlinks to the headings in SharePoint, sometimes I can, but sometimes not. I don’t know why.

 I hope I was clear enough. I am pretty amateur.