paginate_links() adds empty href to first page and previous link

Have you tried specifying the base and format arguments for paginate_links()? It assumes the default values of: 

    'base' => '%_%',  
    'format' => '?page=%#%',

Your base should be something like /parent-page/child-page/%_%; then the first page link will be to /parent-page/child-page/, and subsequent links will follow the format /parent-page/child-page/?page=3 (example for page 3).

In the base, the %_% is replaced by the format argument.
In the format, the %#% is replaced by the page number.

http://codex.wordpress.org/Function_Reference/paginate_links

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