Same Document hyperlinks not responding in Word 2003

I have about 20 links in a Newsletter produced in Word 2003 I have written The ones to URL’s and Email addresses (8) work OK, but the majority of the ones to Bookmarks or Headings in the same doc do not. ! or 2 do SOMETIMES. I have been pulling my hair out (and that’s starting from a position of weakness) tryin to resolve the problem. Any Ideas or help appreciated