@NonAuraticBlue - Check your setting for ‘Default location for new notes’ - you should have ‘Same folder as current file’ selected. I’m guessing you have ‘vault folder’ or something else set there.
It is possible to give a link a file path, but if all your daily notes are in the same place (which is how most are set up, I would think) then the link from one day to the next should be in the same folder.