Oh OK. Unfortunately, I have never done a Fetch News with Calibre. There is a section in the Help file which talks about it: "Adding your favorite news website" . You might take a look.
Also, is there some way to get either magazine on the magazine's website - I mean as a PDF or even an epub file? If so, that might work better than using this news feature. From reading the help, it appears that this News feature requires a conversion (by Calibre during the download), which is where you are probably losing your links.
Sorry I cannot help more, but maybe someone else can now that you have given us more info.