The new release of Ulysses breaks the New Document script. I get a new note with correct name, and a link from the original context, but no Hook link in Ulysses.
I tried Version 17 (51691) from SetApp and same from App Store. Hook Scripts bundle #68 .
I just did several tests of
Link to New > Ulysses , and
Link to New from Ulysses. For former, new notes show up in Ulysses’s iCloud container, in my case. The new links work bidirectionally. My tests were done in context of BBEdit, Firefox, Safari and Mail.
(I don’t use Ulysses for my own work. Graham here is more familiar with it. So I haven’t necessarily tried from the same state as you tried.)
I noticed earlier today that it was working sometimes. I need to do some more testing tomorrow to find out what works/doesn’t.
From memory I think it was Safari and Busycal links that the problem was with.
I had a look at their revision history and couldn’t detect anything that might affect Hook.