The thread helped me find the answer when I realized what the workarounds that were suggested were doing.
I also have a sheet that is used for formatting a dynamic presentation and I wanted it to print in PDF format to deliver to a customer. Within it, I wanted the hyperlinks to show up and change dynamically based on a vlookup table. When passed directly from sheet to sheet, of course it didn't work.
So, I ended up having to use VBA to write the http URL address directly to the property of the cell on the sheet where I wanted the hyperlink. Similar to when you right click on a sheet and manually insert the hyperlink through the Windows Excel dialog box. This way when the PDF is generated on print the file is saved with the hyperlink available in the pdf.
The problem was, I wanted the URL to change dynamically with a formula and I couldn't put a formula in the Excel dialog box.
I found that a VBA module/macro was able to lookup and write to the hyperlink property for that cell as the anchor.
This was the meat of what I was looking for and what I inserted into my macro to write the URL to the sheet when the user changed a dropdown selection:
.Hyperlinks.Add Anchor:=.Range("B145"), _
ScreenTip:="Click to Apply", _
Where B145 what where I was inserting the URL and L1 was where I was picking it up. Then within L1, I used an excel sheet formula to build the URL.
VLOOKUP(Dashboard!D5,Settings!A5:L24,12,FALSE) & "@yourDomain.com"
This way my URL on the PDF changed dynamically based on the selections and it was clickable on a pdf viewed from a PC or mobile device.
Hope it helps.