The "Structure"-field in a user-defined index allows to set hyperlink-start(LS) and hyperlink-end (LE). But they do not generate a hyperlink.
The feature request for hyperlinks is in bug 71385.
This bug report is about the fact, that the UI gives an option, which does not really exists.
This bug applies to a user-defined index in the strict sense, using index marks, but it works for a user-defined table of contents.
So it seems only one step to solve bug #71385 has been done but the rest is still missing.
I can reproduce it too in
Version: 126.96.36.199.alpha0+ (x64)
Build ID: 89a60912bba7ffd6f65ea99f4664f343c5025c95
CPU threads: 4; OS: Windows 10.0; UI render: GL;
TinderBox: Win-x86_64@42, Branch:master, Time: 2018-10-01_03:18:33
Locale: de-DE (de_DE); Calc: threaded
IIRC Caolan added hyperlinks to some index or other?
I guess we can use the same version as bug 71385