A year later:
I think newly built factories link correctly, but these make up only a minuscule portion of my industrial base. I'm continuing my large-map mega-game, begun in about 1860. The year is now 1982 and a large number of factories and shops (ca. 90) are out of business now because of this issue. Pharma factories now demand chemicals instead of veggies but never get linked to refineries. Textile mills, too, therefore car factories, clothes shops and all furniture business. Paper mills, too, therefore the entire print industry. Instances of linking to the correct suppliers during an industry upgrade are very rare.
And one point about the industry mix: in all this time I saw one car factory, one car dealer, two petrol stations and one department store, out of about 1,000 industries on the map. I think these should be more frequently built.