You can use a post processing macro that processes external hyperlinks and turn them into internal hyperlinks to bookmarks (to heading artifacts). First, you can add bookmarks for Headings so that on clicking the cross reference link, you will be taken to the heading artifact.

Sub processHyperlinks()
'Processes external hyperlinks to RRC and turns them into internal Word hyperlinks to bookmarks with the
'address I<requirement artifact item id>

Dim oHyperLink As Hyperlink

For Each oHyperLink In ActiveDocument.Hyperlinks
'   MsgBox ("Subaddress=" & ActiveDocument.Hyperlinks(counter).SubAddress & "Address=" & ActiveDocument.Hyperlinks(counter).address & "Name=" & ActiveDocument.Hyperlinks(counter).name & "TextToDisplay=" & ActiveDocument.Hyperlinks(counter).TextToDisplay)
  oHyperLink.Range.Select
 
  Dim address As String
  address = oHyperLink.address
 
  Dim index As Integer
  index = InStr(address, "/resources/")
 
  If index > 0 And address <> oHyperLink.TextToDisplay Then
     Dim name As String
     name = "I" + Right(address, Len(address) - index - 10)
    
     Dim display As String
     display = oHyperLink.TextToDisplay
    
     If display <> "" Then ActiveDocument.Hyperlinks.Add Anchor:=oHyperLink.Range, SubAddress:=name, TextToDisplay:=display
  End If

Next oHyperLink

End Sub