It works on the iPhone now. The link you provided always brings me to the expanded menu, tapping a heading there brings me to the right chapter.
On the iPad I see the same expanded menu and it is not blue anymore as it was in the screenshot I posted above. Tapping on the headers/links does nothing but I can collapse the menu now by tapping on the cross and than I have the full documentation. I tried if I get to different points of the documentations when I tap the menu headers before I close the menu but I always get to the beginning.
Both devices are on the same version of iOS 9 so it might be the iPad that is wrong here somehow.