The broken links stem from missing/incomplete cross-reference info for ‘makeinfo’ in the ‘htmlxref.cnf’ config file (info "(texinfo) HTML Xref Configuration").
Commit 49e0ca9 adds this file to the repo, taken from Texinfo 6.1 and modified to fix some of the links (like GnuTLS) and include others (Shepherd, Guile-Avahi, etc.) When we update the manual for the next release, everything will be alright hopefully. In the meantime, it’s easier to leave things as is, and hopefully not too much of an issue. Thanks, Ludo’.