HYPERLINK function with drop down list?

Hi,

Is it even possible to have drop down list with hyperlink function inside cell??

Column A where I put my data, whole numbers, cell also can be empty or 0(zero)
Column B is where I have Hyperlink function =IF(ISBLANK(A2);"";HYPERLINK("#"&"'some_sheet'!P"&'some_sheet'!$O$4001;"some_sheet"))

My problem is in that hyperlink sheet name "some_sheet", I want him to be default when A2 is NOT empty also be able to choose from that cell like as drop down list somekind, to name that B2 cell as "other_sheet" but still drop me to same range(p1:p4001) as in formula above.

Basicaly, I want "other_sheet" to link me to same range in some_sheet P1:P4001, all I want is to have TWO names inside that Hyperlink formula above.

Sorry for my poor english.