Thanks, in the end I went for the link mask generator in the settings in the sidebar, since actually the tab on the page level was the one that did not work for me. So I created link masks in bulk and then used the ready URLs as raw links in the shortcodes.
I don’t know if this will work for you, but in my case I changed the default ‘go’ to a different word and it solved the 404 issue. I also have added the virtual folder I used to the W3 Total Cache list to avoid its caching
Thank you so much, 3Lancer! It worked like a charm. For those who are struggling to find the exact location of this setting, you need to go to (W3 Total Cache)Performance>Page Cache>Cache Preload>Sitemap URL