Button inside datagrid Command Property - wpf

Question

I have a DataGrid with following XAML. First of all the Button inside the grid doesn't get a blue styling and secondly when the button is pressed, the Command property is not working but the OnClick is working. In the view model I have RelayCommand implementation which works well with other controls only the button in the DataGrid seems to have an issue.
<DataGrid
x:Name="dgEntities"
Width="650"
Height="239"
Margin="40,-48,65,-8"
ItemsSource="{Binding JobEntities}"
AutoGenerateColumns="False">
<DataGrid.Columns>
<DataGridTemplateColumn Header="Status">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<Button
Margin="5"
Content="{Binding TaskDetails[0].Status,Mode=TwoWay,NotifyOnTargetUpdated=True}"
Command="{Binding HypelinkCommand}"
CommandParameter="{Binding ElementName=dgEntities,Path=SelectedItem}"
Cursor="Hand"
Click="Button_Click">
<Button.Template>
<ControlTemplate TargetType="Button">
<TextBlock TextDecorations="Underline">
<ContentPresenter />
</TextBlock>
</ControlTemplate>
</Button.Template>
<Button.Style>
<Style TargetType="Button">
<Setter Property="Foreground" Value="Blue" />
</Style>
</Button.Style>
</Button>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>
<DataGridTemplateColumn>
<DataGridTemplateColumn.Header>
<CheckBox Name="chkHeaderExtract" Checked="ChkHeaderExtract_OnChecked" Unchecked="ChkHeaderExtract_OnUnchecked"/>
</DataGridTemplateColumn.Header>
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<CheckBox Name="chkExtract" IsChecked="{Binding TaskDetails[0].IsSelected,Mode=TwoWay,NotifyOnTargetUpdated=True}"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>
<DataGridTemplateColumn Header="Status">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<Button
Margin="5"
Content="{Binding TaskDetails[1].Status,Mode=TwoWay,NotifyOnTargetUpdated=True}"
Command="{Binding HypelinkCommand}"
CommandParameter="{Binding ElementName=dgEntities,Path=SelectedItem}"
Cursor="Hand">
<Button.Template>
<ControlTemplate TargetType="Button">
<TextBlock TextDecorations="Underline">
<ContentPresenter />
</TextBlock>
</ControlTemplate>
</Button.Template>
<Button.Style>
<Style TargetType="Button">
<Setter Property="Foreground" Value="Blue" />
</Style>
</Button.Style>
</Button>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>
<DataGridTemplateColumn>
<DataGridTemplateColumn.Header>
<CheckBox Name="chkHeaderTransform" Checked="ChkHeaderTransform_OnChecked" Unchecked="ChkHeaderTransform_OnUnchecked"/>
</DataGridTemplateColumn.Header>
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<CheckBox Name="chkTransform" IsChecked="{Binding TaskDetails[1].IsSelected,Mode=TwoWay,NotifyOnTargetUpdated=True}"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>
<DataGridTemplateColumn Header="Status">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<Button
Margin="5"
Content="{Binding TaskDetails[2].Status,Mode=TwoWay,NotifyOnTargetUpdated=True}"
Command="{Binding HypelinkCommand}"
CommandParameter="{Binding ElementName=dgEntities,Path=SelectedItem}"
Cursor="Hand"
Foreground="Blue">
<Button.Template>
<ControlTemplate TargetType="Button">
<TextBlock TextDecorations="Underline">
<ContentPresenter />
</TextBlock>
</ControlTemplate>
</Button.Template>
</Button>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>
<DataGridTemplateColumn>
<DataGridTemplateColumn.Header>
<CheckBox Name="chkHeaderLoad" Checked="ChkHeaderLoad_OnChecked" Unchecked="ChkHeaderLoad_OnUnchecked"/>
</DataGridTemplateColumn.Header>
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<CheckBox Name="chkLoad" IsChecked="{Binding TaskDetails[2].IsSelected,Mode=TwoWay,NotifyOnTargetUpdated=True}"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>
<DataGridTextColumn Binding="{Binding EntityName}" Header="Entity" Width="150"/>
</DataGrid.Columns>
</DataGrid>
CODE as posted as comment instead of update to original post.
private RelayCommand<object> _hyperlinkInstance;
public ICommand HypelinkCommand
{
get
{
if(_hyperlinkInstance==null)
_hyperlinkInstance = new RelayCommand<object>(openDialog);
return _hyperlinkInstance;
}
}
private void openDialog(object obj)
{
JobConfigurationResults results = obj as JobConfigurationResults;
jeresult = JobEntities.SingleOrDefault(
x => x.JobEntityId == results.JobEntityId);
}