I ask because the problem pages links are different urls than the previous/next links on the problem pages themselves. This means I don't get the usual browser coloring to remind me which exercise I am up to.
Reading about paths I am not sure if this is needed for this page. Can anyone else comment?
Yes. Path functionality should enable you to travel along the path easily. The next problem and back to index links on each page are a remnant of a time when no path functionality existed as far as I know. There is however still a problem with the path functionality, it is broken (this was considered a feature earlier) if you arrive at the page from a different than the main page of the path. Until this is fixed the on-page links still have a purpose, when it is fixed I would rather remove them instead of the path (which needs no maintenance work, after all).
Can you explain a bit, which browser coloring you refer to and where you found different URLs (although sth. like this is bound to happen with a manually maintained path)?