It seems there is a broken support for the xr-hyper package. The macro that handles loading of the external document gets wrong arguments and it causes a compilation error. Because this command is executed in the document preamble, the patching doesn't happen in xr-hyper.4ht, but in usepackage.4ht instead. Here is the updated version:
% usepackage.4ht (2019-10-09-15:45), generated from tex4ht-4ht.tex
% Copyright 2003-2009 Eitan M. Gurari
% Copyright 2009-2019 TeX Users Group
%
% This work may be distributed and/or modified under the
% conditions of the LaTeX Project Public License, either
% version 1.3c of this license or (at your option) any
% later version. The latest version of this license is in
% http://www.latex-project.org/lppl.txt
% and version 1.3c or later is part of all distributions
% of LaTeX version 2005/12/01 or later.
%
% This work has the LPPL maintenance status "maintained".
%
% The Current Maintainer of this work
% is the TeX4ht Project <http://tug.org/tex4ht>.
%
% If you modify this program, changing the
% version identification would be appreciated.
\immediate\write-1{version 2019-10-09-15:45}
\def\:temp{tex4ht}\ifx \:temp\@currname
\:warning{\string\usepackage{tex4ht} again?}
\def\:temp#1htex4ht.def,tex4ht.sty#2!*?: {\def\:temp{#2}}
\expandafter\:temp \@filelist htex4ht.def,tex4ht.sty!*?: %
\ifx \:temp\empty \else
\:warning{if
\string\RequirePackage[tex4ht]{hyperref} or
\string\usepackage[tex4ht]{hyperref} was
used try instead, repectively,
\string\RequirePackage{hyperref} or
\string\usepackage{hyperref}}
\fi
\fi
\gdef\a:usepackage{\use:package xr,xr-hyper,eso-pic,expl3,savetrees,biblatex,xeCJK,polyglossia,fontspec,tikz,pdfbase,graphics,xcolor,imakeidx,minted,fancyhdr,,!*?: }
\gdef\use:package#1,{%
\if :#1:\def\:temp##1!*?: {}\else
\def\:temp{#1}\ifx \@currname\:temp
\def\:temp##1!*?: {\input usepackage.4ht }%
\else \let\:temp=\use:package \fi
\fi \:temp}
\def\:temp{xr}\ifx \@currname\:temp
\AtEndOfPackage{\let\XR:\XR@
\def\XR@[#1]#2{%
\Configure{AtBeginDocument}{\XR:[#1]{#2}}{}}%
}
\fi
\def\:temp{xr-hyper}\ifx \@currname\:temp
\def\eat:optional[#1]{}
\AtEndOfPackage{\let\XR:\XR@
\def\XR@[#1][#2]#3{%
\AtBeginDocument{\XR:[#1][#2]{#3}}
}%
}
\fi
\def\:temp{eso-pic}\ifx \@currname\:temp
\:dontusepackage{eso-pic}
\newcommand\AddToShipoutPicture{\@ifstar{}{}}
\let\AddToShipoutPictureBG\AddToShipoutPicture
\let\AddToShipoutPictureFG\AddToShipoutPicture
\fi
\def\:temp{expl3}\ifx \@currname\:temp
\ifdefined\XeTeXversion%
\xenunidelblock{Latin-expl3}%
\AtEndOfPackage{\xeuniuseblock{Latin-expl3}}
\fi
\fi
\def\:temp{savetrees}\ifx \@currname\:temp
\:dontusepackage{savetrees}
\fi
\def\:temp{biblatex}\ifx \@currname\:temp
\AtEndOfPackage{%
\def\blx@mknoautolang{%
\blx@lbxinput{\blx@languagename}%
{}{}%
}%
\def\blx@lbxinput@iii#1#2{%
\global\csundef{blx@lng@#2}%
\:IfFileExists{#1.lbx}
{\blx@lbxinput@iv{#2}{#1}{language '#2' -> '#1'}}
{\ifcsdef{blx@suffmaptried@#2}
{}
{\blx@warning@noline{%
File '#1.lbx' not found!\MessageBreak
Ignoring mapping '#2' -> '#1'}%
\global\cslet{blx@suffmaptried@#2}\@empty}%
\blx@lbxinput@iv{#2}{#2}{language '#2'}}}
}
\fi
\def\:temp{xeCJK}\ifx \@currname\:temp
\:dontusepackage{xeCJK}
\AtEndOfPackage{%
\RequirePackage{fontspec}
}
\DeclareDocumentCommand\setCJKmainfont{o m o}{}
\let\setCJKsansfont\setCJKmainfont
\let\setCJKmonofont\setCJKmainfont
\DeclareDocumentCommand\setCJKfamilyfont {m o m }{}
\DeclareDocumentCommand\newCJKfontfamily {o m o m}{\expandafter\gdef\csname #2\endcsname{\relax}}
\DeclareDocumentCommand\xeCJKsetup{m}{}
% }
\AtBeginDocument{%
\xeuniuseblock{CJK}
}
\fi
\AtEndOfPackage{
\let\orig@xpg@define@keys\xpg@define@keys
\def\xpg@define@keys#1{%
\orig@xpg@define@keys{#1}%
\define@choicekey+[xpg@setup]{#1}{direction}[\val\nr]{LR,RL}[LR]%
{
\togglefalse{#1@RL}%
\ifcase\nr\relax%
\csgappto{init@extras@#1}{%
a:PolyglossiaRtl%
}
\or
\csgappto{init@extras@#1}{%
\b:PolyglossiaRtl%
}
\fi
}%
{\xpg@warning{#1: Invalid value \val\space for key "direction"}}%
}}
\def\:temp{fontspec}\ifx \@currname\:temp
\ifdefined\fontspec
\:dontusepackage{fontspec}
\else
\input usepackage-fontspec.4ht
\fi
\fi
\def\:temp{tikz}\ifx \@currname\:temp
\AtEndOfPackage{%
\let\use:tikzlibrary\usetikzlibrary
\def\find:externalize#1external#2\@nil{%
\if\relax#2\relax\else
\let\tikz:externalize\tikzexternalize
\renewcommand\tikzexternalize[1][]{\tikz:externalize[##1,mode=only graphics]}
\tikzset{%
tex4ht inc/.style={%
/pgf/images/include external/.code={%
\includegraphics[]{####1.pdf}%
}%
}
}
\tikzset{tex4ht inc}
\fi
}
\renewcommand\usetikzlibrary[1]{%
\use:tikzlibrary{#1}%
\find:externalize#1external\@nil%
}
}
\fi
\def\:temp{pdfbase}\ifx\@currname\:temp
\AtEndOfPackage{%
\let\old:outputpage\@outputpage
\def\@outputpage{\old:outputpage{}}
}
\fi
\def\:temp{graphics}\ifx\@currname\:temp
\ifdefined\XeTeXversion
\PassOptionsToPackage{dvips}{graphics}
\fi
\fi
\def\:temp{xcolor}\ifx\@currname\:temp
\ifdefined\XeTeXversion
\PassOptionsToPackage{dvips}{xcolor}
\fi
\fi
\def\:temp{imakeidx}\ifx\@currname\:temp
\PassOptionsToPackage{noautomatic}{imakeidx}
\fi
\def\:temp{minted}\ifx\@currname\:temp
\AtEndOfPackage{%
\define@booleankey{minted@opt@g}{breaklines}{}{}{}%
}
\fi
\def\:temp{fancyhdr}\ifx\@currname\:temp
\AtEndOfPackage{%
\def\ps@fancy{}%
}
\fi
\endinput
The relevant code is this:
\def\:temp{xr-hyper}\ifx \@currname\:temp
\AtEndOfPackage{\let\XR:\XR@
\def\XR@[#1][#2]#3{%
\AtBeginDocument{\XR:[#1][#2]{#3}}
}%
}
Basically, we need to delay loading of the external document after the end of the document preamble, because at that moment the TeX4ht patching should be done and you won't get some undefined command sequence messages.
And here is a screenshot of a message box that is shown when you click on a link to the external document:
