Links in Headings do not appear in Word Export

Hello All, 

We include links in our Headings 1 , 2, 3, styles in confluence. When we export pages this the link is part of the export when using Word but it does appear in PDF.  We have submitted a number of tickets on this issues with no real status.  We were able to temporary create some VBA that does this for us but that VBA is not working 100 % of the time as it is difficult to include all scenarios that would include a link.  We also need a number of these VBA codes since we are hard-coding the space, which means that we need to create once for each space.  

Is anyone else experiencing this? Or does anyone have any suggestions? This has become a showstopper for us. 

Melissa