There's no way to re-link unlinked citations (they're literally unlinked -- Zotero has no idea they exist) but you can obviously go back to an earlier version of the document (and if need be merge in changes from the new one using compare documents).

But it's also quite unlikely that citations just spontaneously unlink themselves. They're written into Word Fields, which is a standard Word feature, and doesn't just disappear. How are you testing that they're unlinked? Note that it's possible to just turn off field shadings in Word. If that's not it, when did this happen? By far the most likely cause of this is to save from Word in a format that doesn't support fields or open & save the file with an app that doesn't.

Thank you. Just to prevent a mistake happening again, if I manually delete an underline from an in-text citation that showed up strangely, would that unlink all citations in a document? Many thanks in advance for any advice on how I can avoid accidentally unlinking citations.

Thank you