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Well it is the main mechanism to avoid orphaning any of these particular pages within the site as there are approximately 5000 of them. This A - Z is a section is not a map of the entire site but just one section of it, so I think that all pages will need to be linked to as they are, in essence, priority pages of the site in terms of SEO.

Im creating an a to z type directory of internal pages within a site of mine however there are cases where there are over 500 links within the pages. I intend to use pagination (rel=next/prev) to avoid too many links on the page but am worried about indexation issues. should I be worried?"