I can’t remember if this exact issue has been discussed before.
When I make a lingQ of two or more words (in either Show Spacing or Hide Spacing mode) , I find that a new link has indeed been created. The new LingQ also appears in yellow. Everything seems normal. However, when I refresh the lesson (or open it again later), the yellow highlight is gone, although the LingQ is in fact still there.
For example, for the first lesson in Steve’s book (01. 荘子の曲がりくねった木), I have the following LingQ:
から役に立たない
The auto-separated words are:
から 役 に 立た ない
So the LingQ covers five words. I can see the LingQ in the lesson’s My LingQs panel. It’s just that から役に立たない is not highlighted in yellow. Instead I have 役 and 立た in yellow, two separated LingQs that I have also created. It makes no difference whether I have show or hide spacing.
I wonder if this is a bug or a current limitation?