I found that this was possible after further digging:
- Press Alt + F9 to display the fields
- Ctrl + F to open the search box
- Search: ^d hyperlink
- Check "Highlight all items found ..."
- Click on the Find All button
- Close the dialog
- Ctrl + C to copy everything that is highlighted
- Open a new document and paste.
https://ccm.net/faq/25198-word-extract-all-hyperlinks-from-a-document