Is there a way to maintain hyperlinks between books?

I have four books (Volumes 1-4) which contain cross-references (e.g. Volume 1 contains cross-references to Volume 2 Section 11). I am testing a master book containing the four book and seeing if the cross-references will remained hyperlinked but I won't know the result until tomorrow morning (each volume is almost 1000 pages containing hundreds of graphics) but I suspect the hyperlinks will remain intact. What is desired is that each Volume is a stand-alone file contained in the same folder. Is there a way to either generate a single PDF file of each volume when structured into a book? I did try the generate as individual files check box and what that did was generate each file inside each book as a stand-alone PDF which is not desired and did not complete the process.

The other thought is maybe I shouldn't be using cross-references. I can control: folder name the PDFs are located in and file names. Is there a way maybe I can "name" a spot in the text and then generate a URL? That might work for everything but the master frame generated TOC (contains all four volumes and is 146 pages long).