If it's one specific website, the issue may be that the website coded their links with a "noreferrer" directive, which means there is nothing you can do (except ask them to remove that on their side).
Referrers is collected from the headers of an Internet Request, if a site uses "noreferrer" directive it will not send the data, meaning you cannot get anything.
If everything is missing, then it's likely a config issue in your implementation.