You need to monitor if this link colour:
a) Does not change immediately (but maybe after some time)
b) Does not change EVER
This would help in the trouble-shooting process
Happy new year and thank you for your reply! It's b) There are about 300 subpages and every link to these pages changes his colour after editing, except of three pages. The colour of these pages doesn't change ever and unfortunately, I still have no idea, why.
Removing the links and adding them again didn't work, unfortunately. You put me on the right track, though. I realised that there was, accidentally, at least one italicised letter in each of the relevant links and this seemed to be the problem. Thanks a lot!