Do you have to be in command range to use hq uplink?

" Exhaustible.

During the Issue Orders step of the Command Phase, issue an order to yourself."

Nope, is the unit who is issuing an order to himself, so he is in range of himself. Think of it like it just gives the unit a "free" order.

Also keep in mind that command cards like "No Time for Sorrows" affect that order too.