Hi,
I think that's because sh404SEF is not loaded in the backend. And thus when HikaShop generates the URLs in the backend, sh404SEF doesn't know about them and thus it cannot add them to its cache. And them, when you use the link on the frontend, it doesn't work because sh404SEF doesn't know about them.
This looks like something difficult to fix as it would change the paradigm of the way sh404SEF works.
I would recommend to modify the emails via the menu System>Emails, and change the URL to direct instead the customer to your control panel menu item URL.
So for example, you could change the line:
$url = '<a href="'.$order_url.'">'. $url.'</a>';
to:
$url = '<a href="
therailwayconductor.co.uk/user-control-panel
">'. $url.'</a>';
in the preload of the email.
Now if you have guest checkout activated, that won't work for guest users as they can't access the control panel since they don't have a user account.
In that case, I would recommend to change the text (with a translation override for example) to remove the link.