Links between sections and in Table of Contents do not compile to PDF

To extend upon what @Mad_Girl_Disease is saying, if you have a sensible Heading # hierarchy in your document, then you can and should be inserting a native ToC using Word itself. It sounds like you are instead using Scrivener’s "fake ToC’ copy and paste tool. I wouldn’t recommend that if you are routing through Word. You might leave your contents document empty, so you can have a convenient place to insert it.

The copy and paste tool is fine for quick proofing print outs where having a fully functional PDF isn’t necessary, or if it’s going to paper and red pen. So it does have some use, but not so much with a word processor.

This is probably the most comprehensive tutorial on setting up Scrivener to produce a well-formed document for this purpose. It goes into a bit of theory and such at the start, which you can safely skip over if you know the drill. It’s a bit more intensive a set-up, but it’s one of those things that you can figure out once and then use over and over with different projects going forward, with very little overhead.