I found a way how to select all the identical links and change their properties (....go to a page in another document) without having to change each link one at a time.
1. Open Tools menu and choose Link.
2. Hold Ctrl + left click on the links I want to edit.
3. Place cursor over one of the chosen links in step 2.
4. Right click will open up a menu window.
5. Left click on Properties - the Link Properties window will open.
6. Make desired changes.
7. Click OK (as required).
I hope this will help others.
FWIW, I tried using the method below which will not work; only the hovered link chosen in Step 3 will change after completing Step 6:
1. Open Tools menu and choose Link.
2. Hold Ctrl + left click on the links I want to edit.
3. Place cursor over one of the chosen links in step 2.
4. Double-Left click - the Link Properties window will open.
5. Make desired changes.
6. Click OK (as required).
Why it works one way and not the other is puzzling.
Example of 1/2319 pages I had to review and edit:
