I've spend alot of time on this issue and it seems to me that artboard links won't work with components and also some times on copied artboards. I have one artboard where the top menu is the master component, the links added to that menu to all the other artboards wont work. No link hand when mouse over of text. No nothing. Yet the text is linked and the link arms are all showing in prototype mode. XD also fails when an artboard is copied and renamed and then put between two artboards, then if you add a link from that artboard on the whole artboard (not a singel element) it often fails to work. Its not included in the row of artboard and it "skips" to the next. These are just a few of the quirky instabilities of artboard links. There are more and they keep coming for each so called upgrade.