The docgen tool inserts a link for every class a type is an instance of, even if that class isn't defined in the packages being documented. This can result in unpredictable behavior where clicking on some of the links doesn't work. It might happen with other sorts of symbols, but classes for instances is the one I've come across so far. This makes sense, since it was originally written for just the standard library.
The fix, I think, is to only add the internal link to a symbol under the same conditions that check whether it should be included in the docs in the first place. (If it was defined in or exported by one of the documented packages, depending on configuration).
This would be a good first issue, if anyone wants to tackle it with a PR. The existing functions to check those conditions are already there - it should just be a matter of threading the packages through and checking in the right places.