Table Of Contents With Hyperlinks

I am attempting to build a table of contents and add hyperlink to each entry
as suggested by dynamic sheet index

The TOC is constructed properly, but when I click on the hyperlink I receive an error message:
" Reference is not valid"

My code (courtesy Jabax):

Sub Create_TOC()
Dim wb As Workbook
Dim wsTOC As Worksheet
Dim ws As Worksheet
Dim r As Long

Set wb = ThisWorkbook
Set wsTOC = wb.Worksheets("TOC")

' Turn the next two lines of code on and off as preferred
' Ans = MsgBox("Do you want to update the Index?", 4)
' If Ans = vbNo Then Exit Sub

With Application
. ScreenUpdating = False
.Calculation = xlCalculationManual
.DisplayAlerts = False
End With...