As a follow-up, I think I may have finally identified the problem. The syntax 
for my XREF macro is:

.XREF type dest [trailing]

And (depending on the type) the resulting command looks something like:

.pdfhref L -D \\$2 -A \\$3 {stored xref text}

All the dropped links have no third argument. Setting the trailing text to a \& 
(zero-width space) at least works around this issue.

All that's left to do is get the ToC/Index page references working.

-- Larry

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