When you create multiple interlinked CHM files, you must specify a mapping for each external file name that is specified in the .hpj file (but not in the current CHM file) to the name of the CHM file that contains the corresponding topic.
§18.14.1.1 Specifying the default CHM file
§18.14.1.2 Mapping DITA files to CHM files
§18.14.1.3 Requiring DITA2Go to use paths for mapped DITA files
§18.6.3 Linking to external files from compiled HTML Help
§28.6 Linking to other files and other DITA2Go projects
Rob Chandler’s Web site: http://www.helpware.net/htmlhelp/linktochm.htm