It seems there are registered as transclusion - https://en.wikisource.org/w/api.php?action=query&prop=templates&titles=Index:Anne%20of%20the%20Island%20(1920).djvu&tllimit=500&tlnamespace=104

Special:WhatLinksHere shows them as well as transclusion - https://en.wikisource.org/wiki/Special:WhatLinksHere?target=Page%3AAnne+of+the+Island+%281920%29.djvu%2F1&namespace=106,

That means the database does not have the (page)links and the database cannot give them to Special:WhatLinksHere or the Action API when requesting links. Removing that tag.

Cannot say how ProofreadPage should record them.

According to several persons at fr.wikisource, the call to the query&prop=links API dit return the links in the Page section until a few weeks ago. A Javascript gadget has been using it for that reason for years (we are going to modify it to use query&list=proofreadpagesinindex instead, but I thought it might be useful to notify this unexpected change in the API).