With each section corresponding to a new reference section, you get "local" labels pointing to the local bibliographies.
With each section corresponding to a new reference segment, you get "global" labels pointing to the first instance the corresponding bibliography entry is printed.
Neither case gives you the desired result. The document below demonstrates how you can modify some internals to obtain the desired links with reference segments. The new boolean flag anchorsegments
targets the local bibliographies when true and the global bibliography otherwise.
\documentclass{article}
\usepackage[refsegment=section]{biblatex}
\usepackage{hyperref}
\addbibresource{biblatex-examples.bib}
\newbool{anchorsegments}
\booltrue{anchorsegments}
\makeatletter
\AtBeginDocument{%
\ifbool{anchorsegments}
{\long\def\blx@bibhyperref[#1]#2{%
\blx@sfsave\hyper@natlinkstart{\the\c@refsection @\the\c@refsegment @#1}%
\blx@sfrest
#2%
\blx@sfsave\hyper@natlinkend\blx@sfrest}%
\protected\long\def\blx@imc@bibhyperlink#1#2{%
\blx@sfsave\hyper@natlinkstart{\the\c@refsection:\the\c@refsegment:#1}%
\blx@sfrest
#2%
\blx@sfsave\hyper@natlinkend\blx@sfrest}%
\protected\long\def\blx@imc@bibhypertarget#1#2{%
\blx@sfsave\hyper@natanchorstart{\the\c@refsection:\the\c@refsegment:#1}%
\blx@sfrest
#2%
\blx@sfsave\hyper@natanchorend\blx@sfrest}%
\protected\def\blx@anchor{%
\xifinlist
{\the\c@refsection @\the\c@refsegment @\abx@field@entrykey}
{\blx@anchors}
{}
{\listxadd
{\blx@anchors}
{\the\c@refsection @\the\c@refsegment @\abx@field@entrykey}%
\hyper@natanchorstart{%
\the\c@refsection @\the\c@refsegment @\abx@field@entrykey}%
\hyper@natanchorend}}%
\defbibheading{subbibliography}{\subsection*{Local references}}}
{\defbibheading{subbibliography}{%
\AtNextBibliography{\let\blx@anchor\relax}%
\subsection*{Local references}}}}
\makeatother
\defbibheading{bibliography}{\section*{Global references}}
\begin{document}
\section{Title}
Filler \parencite{companion,markey,knuth:ct}.
\printbibliography[segment=1,heading=subbibliography]
\newpage
\section{Title}
Filler \parencite{markey,bertram,companion}.
\printbibliography[segment=2,heading=subbibliography]
\newpage
\printbibliography
\newpage\null
\end{document}
Here local anchors are obtained by inserting \the\c@refsegment
into link identifiers so that they are specific to both the reference section and segment. Global anchors are achieved by avoiding anchor definitions in each of the local bibliographies via \AtNextBibliography{\let\blx@anchor\relax}
.