Links in ms Word files changed by upload

In one of our SharePoint image libraries, we have documentation files for users. They are in both ms-Word files (for adding to and editing) and .pdf (for using). In the word files there are 2 kind on internal links, 1. the table of contents and 2. links to bookmarks (mainly back to the 'contents' page.). When I make the Word file on my PC, the links a local things ("a place in this document" so the hyperlink reads just "contents"). After import to SharePoint the links are full path "https://enterprise.sharepoint.com/sites......etc". They work in SharePoint OK so far. But if a user downloads the file to their PC for editing then they have a mess, and the links protest when clicked. Is there any way to keep all the links local, even in SharePoint, and when downloaded from SharePoint?

Thanks,