I am using ElasticPress for WordPress and have setup to index multiple separate WordPress sites to a single index (details here)

This has worked and a search on the main site example/ does include results from example/site2 however the links are not correct.

Instead of linking the post to example/site2/post-name it is simply linking as example/post-name resulting in a 404.

My question is how can I get the URLs to work correctly?

Thanks in advance.