The links in Special:CiteThisPage do only accidentally work outside of the English Wikipedia. They should be converted into interwiki links. I speak of all links in section titles and the one in BibTeX section to English LaTeX article.
Update: This seems to be project dependent. At least in German Wikipedia the (only two) links work, as can be seen in https://de.wikipedia.org/wiki/Spezial:Zitierhilfe/Beispiel