Were these files including some macros or a large data source?
The documents open with no issue using excel online (accepting the reduced functionality), and Excel for Mac 2011.
In all cases the links worked and I downloaded the documents Sent via email with a hyperlink to the files sent as attachments to an email. Sent via 'shared' sharepoint document link. How did you share the Excel files? Email or shared network drive. Was this issue occurred with files that create with Excel 2016 for mac? Concerning your questions, please see below: