URL's are incorrect for jobs in folder structures
Reference similar issue in different component
I have the same problem. I feel like this occurs when having plugin "Folders" (https://plugins.jenkins.io/cloudbees-folder) installed in parallel (but not 100% sure about this).
I was as free as to rise the priority from "minor" to "major" as I consider this a major drawback.
Here is an example (private parts of URLs replaced by <xxxxx> placeholders). The wrong URLs result in an ugly "HTTP ERROR 404" page.
Under "build metrics":
Under "failed builds":