If they are working, then your buddypress install is ok, it’s just a matter of where your buddybar links are going. Hover over your buddybar links and see where they would be heading. That might give you some clues of what’s going wrong.
I’m having a similar problem and I think it is tied to the fact that my installation is in a subfolder with my index.php on the root. I’ve noticed that the call bp->root_domain is built into all the adminbar links. If this is pulling my install location rather than my registered address, that would explain the problem. If that is the issue, I don’t know what to do about it besides hardwiring those links manually. I’m sure one of these code gurus would have a simple workaround.