.. but what happens if the connection is a lookup?
Above works ok for me here (just tested on an INDEX/MATCH formula which
looks up another sheet), unless I'm not reading you right ?
Albeit the longish links displayed within the "Go to" box appeared truncated
(the "Go to" box is not scrollable), you can select each link, then use the
"Reference" box to scroll & view the entire link (just click inside the
"Reference" box, then press End to zip rightmost). Clicking OK zapped me
straight to the other sheet with the column highlighted