The links themselves seem correct (though I might be overlooking some errors - very early morning here.) But you said they work in Sigil, didn't you? So they should be all right.
What I DO notice is that your whole book seems to be one monster file called "index". You will have to split that into several smaller files.
Also, have you looked into css stylesheets? There can't be much in yours if Sigil is forced to come up with dozens of sgc categories.
From what I've seen so far, creating epubs from Word seems a bad idea anyway, very hard to pull off. Have you tried opening your book in Open Office, saving it as an odt file and then converting it to epub with
Writer2epub? That will produce a much cleaner epub than what you have now. (Though you might have to fix the links of your inline TOC manually at the end.)