This sounds like the session isn't being started properly or the ajax scripts are not being loaded
Are you able to go into the browser inspect facility eg in (Chrome CTRL+SHIFT+I) and check the Network tab and check that all the links are being found ?
Are you also able to check the Console tab to see if there are any red errors?
If everything looks ok then i think we should debug what happens when you click the link.. are you happy to try that if i tell you how to do this and where to put the debug breakpoint?
Sorry its a bit complex debugging this issue.