Hyperlinks to other Word documents in same folder break when folder is moved.

This has been the most frustrating Word glitch I have ever found but only because all the documentation I have found is crap.

I have a group of Word documents in the same folder.

I create links from one document to the other.

When I move the folder all the links break.

I have been trough all the documentation about relative and absolute file paths.  In one document I read it said that if you want to be able to transport Word files with links to each other you check "update links on save" but in another document I found it says you have to uncheck that to transport your data.

I am currently using Word 2013.

Is there anyone our there who can tell me how to stop my hyperlinks between word documents from breaking when I put the folder they are in on a USB and take it with me to a new location?

The most frustrating part of this is that I have toggled back and forth between the two settings for "update links" and it made no difference.  Does the setting lock into place forever if you have many hyperlinks?  Do I have to get rid of all of them and start over for the setting to work.

An absolute answer to this issue seems impossible to find - even with Google....