Joomla uses the current menu item alias to generate the beginning of the URL.
If you get component/hikashop, it means that there is no current menu. If you get several aliases, it means that you are on different menu items.
In the HikaShop options of your products/categories listing modules, there is an option to select the menu that the links will use. Make sure that your different modules use the same menu (the all-products menu in your case seems to be the best) and that way you should get the same links.