What I would do is create a custom field in which you can use html to create a url with a name, then you could save your document to html and you should be able to get the result you’re looking for. Obviously this would involve the extra step of creating the markup in a custom field. Should be pretty easy to do. You could also just manually add the names over the links in MS Word. It’s a pain, but it might be the easiest solution. I’d post something in the suggestion forum and maybe this can be added to future releases.