I have never really had a problem with opening Hyperlinks that are linked to my PC. Windows 10 and latest 365 Onenote version.
Now the hyperlink to a word document using my PC gives me this error
Yes the URLs and hyperlinks are correct.
I even tried by repairing and resetting Onenote
"Sorry, we couldn't open this link. The link address may be invalid, or you may not have permission to open it."