The post you referenced looks like it should work in general. Maybe your links have a different css class associated with them?
Here's an example from a random book in my library that Calibre converted from mobi to epub:
<p class="calibre7"><span class="calibre8"><a class="calibre9" href="../Text/CR%21P7V8FC9HB50WZ16WHV5N2AK4YKPA_split_002.html#f ilepos2093">Chapter One</a></span></p>
Here, the calibre7, calibre8 and calibre9 styles might all affect how the link is displayed.
Can you post an example and any relevent css styles for your link?
Cheers,
Simon.