I just had the same problem. I’m using a fork from Bones and haven’t been following the updates on the main repo. I found the problem to be in bones.php. I updated the code according to this commit: https://github.com/eddiemachado/bones/commit/56c82b83316703d614545be80062677915ed1384
The theme support function was being called after setup theme.
Click “Screen Options” in upper right-hand corner. This should reveal a group of check boxes including one that says “Link Target”. Check this and it should appear as an option.
