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I'm not really sure about what you've done, so my reply may be off base.

I can easily created an OG document with active links. I assume you used the Action area in OG to place a URL that's associated with each object you want to have a link.

When done, I go and EXPORT as a PDF. This works fine.

The only problems I foresee is if you are not putting a valid URL into the action button area. That may be the source of some of the problems you face (but I'm not at all sure based on your description).