Yeah, that’s weird! We can check only if we can re-generate the issue. Can you please let us know the steps to re-generate the issue? And you are using CDN? If so check if it has something to do with CDN.
It’s good to see how you are using HMWP and Pretty Link plugins together to rename and redirect a URL. But as you said you’ll have to rename it separately for each URL until and unless Pretty link plugin has wildcard feature. May be the pro version of it has wildcard feature? Unfortunately, what you are trying to achieve is not possible with HMWP currently.