I thought I’d follow up because I ran into the problem again. It might be a bug. The way I was able to work around it is simply to return to the dashboard and then head back into the designer.
It wasn’t a problem doing this but I thought it might be helpful to anyone else stuck at the same place which is:
you’ve made the link block within a dynamic list point to Current Blog Post (or whatever the self of the dynamic list is)
then, at preview or publish the page doesn’t link to anywhere, instead it just reloads the page (adding a ending # in the link address which just reloads the page)
If you experience this, try going back to your dashboard, or logging out entirely and logging back in and trying again. It seemed to do the trick.