@anupjain Aw, you're fine! Pretty simply, the internal links part of OSE doesn't work - the tool's not really set up as a direct site crawler, so it's terrible at analyzing internal links.
So you can ignore that part. If you'd like to get some visibility on internal links, you're better off using a tool like Screaming Frog (the free version is fine if you want to check individual URLs).
I checked your site and you're doing just fine on internal links, but make sure you use absolute URLs in your links, not relative.