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To edit the NCX TOC without overwriting everything, you can either use the TOC Editor (Tools->Table of Contents->Edit TOC), or you can edit the NCX file manually if you're familiar with the syntax.
To edit the html TOC without overwriting any existing style changes you may have already made, the only choice you have is to edit the html file that's marked as the TOC manually. Generating the HTML TOC or the NCX TOC will result in everything being erased/rebuilt.
As to why it doesn't show up as a "blue clickable link" after converting to a KindleBook, I couldn't really guess. I don't do a lot of KindleBook creating/converting any more. Perhaps someone in the Kindle Formats forum might know.
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