Hello mate!
I just had the same problem happen to me as well: new sites created on my (sub-directory) multisite network would have the wrong links generated for their dashboards, and, similarly, trying to change a new site’s theme would only change the theme for the main site.
However, when I went through the back-end (as a Super Admin) to My Sites > Network Admin > Sites, and then clicked on a subsite and went to the Settings tab, I noticed that the first field (Siteurl) had in it the address of my main site.
When I tried updating it (typing in the correct address and clicking the Save Changes button at the bottom), it wouldn’t update the address for whatever reason.
I finally got it to work by logging into the database and updating the option_value field for the siteurl in the options table for my new site.
I’ve given a bit of a test drive and everything looks like it’s fine. Hope this helps you (or somebody else) out!
