Unfortunately, you can't click on the VNDB links. This is a limitation with anime-bracket, so there's nothing OP could have done. Here's some javascript that adds links to the VNDB urls. Just paste it into your URL bar:
javascript:let sources = document.querySelectorAll("dd.source");for(let i = 0; i < sources.length; i++){let vndb = sources[i].textContent;let a = document.createElement("a");a.textContent = vndb;a.setAttribute("href",vndb);sources[i].textContent = "";sources[i].appendChild(a);}
And here's the javascript in a more readable format, since you shouldn't trust people on the internet that tell you to paste and run javascript in your browser:
let sources = document.querySelectorAll("dd.source");
for(let i = 0; i < sources.length; i++){
let vndb = sources[i].textContent;
let a = document.createElement("a");
a.textContent = vndb;
a.setAttribute("href",vndb);
sources[i].textContent = "";
sources[i].appendChild(a);
}