The ability to create an anchor for a system snapshot caption is not available in Simulink Report Generator.
To work around this issue, you can add an anchor to each section of the report where the snapshot is placed. This can be done by adding an empty paragraph with a link type anchor for each of the Simulink model snapshots. Then when a link is needed in another part of a document, it can be added to link to a specific figure.
Below you can find two small example rpt-files showing this approach:
The first one uses the figure number as Link Identifier. This has the advantage that you can run this report for any model. The disadvantage is, that the figure numbers could change when including more snapshots and thus the references would not match anymore.
The second one uses the system names instead of figure numbers as Link Identifier. Thus you avoid difficulties when including further snapshots, but the rpt-file will be model dependent (in this case it is implemented for the vdp demo model).