Hi,
In which place exactly does this order status is displayed ?
About the links, the email notification should have an "item id" in order to know which Joomla menu should be used to generate the SEF url. Without this information it will create generic urls without using a joomla menu.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.