I'm not too sure if this will help anyone (and warning I am a complete hack when it comes to code), but with the help of the Chrome Inspect element feature I found that I could use the css to sort this out.
I added the following to the custom css (as I have no access to the server). This only works for a collapsed branch. Once it is expanded then link will be active again, but by that stage it doesn't matter. (You can't have it for the expanded branch as well because all the links will then be disabled)
/* Remove link from "My course" */
.block_navigation .type_system.depth_2.contains_branch.collapsed a {
pointer-events: none;
cursor: default;
}
I also added the following to remove the unneeded links (got this form another forum post)
/* Remove "Site pages" */
.block_navigation .type_course.depth_2 {
display: none;
}
/* Remove "My profile" */
.block_navigation .type_user.depth_2 {
display: none;
}