Maybe this is why your links aren’t working. Are you typing these by hand when they don’t autocomplete?
If you have Wikilinks turned off in your settings, then when you type [[ to start a link, it will show the auto-complete, but then the link will be formatted as a Markdown link.
The command Insert Markdown link is the way you fallback to format generic web URLs and similar. So Obsidian is not assuming you are making an internal link when you start typing a URL. It will not make auto-suggestions.
The command Add internal link or by typing [[ signals to Obsidian that you want to make an internal link. And you’ll get auto-suggestions. And if you type the [[ with Wikilinks turned off, you’ll still end up with a Markdown link.
To say this again, if you are linking to your own notes, you always want to trigger Add internal link. And HOW that formats depends on your Wikilink settings. Insert Markdown link is a way to type a bare URL that you can fill with a link to a web-page or an internal note.
With wikilinks disabled, you still type [[ and you end up with an auto-completed Markdown link:
