If you just run sphinx-build with the latex builder and then run xelatex or pdflatex on the result you'll get one fully-consistent PDF with everything it it, including fully functional internal hyperlinks. That's what I do for PDF. I can make big documentation packages this way building 2000 page pdfs in a minute or two on a modest laptop.
In the product of the singlehtml builder, you will have the entire document in one single DOM tree. For large documents, even modern browsers on a modern machine will be brought to its knees.
This is a huge document, and having this all rendered naively in one single page will not only be hard to navigate, it will also feel really sluggish if not crash the browser.
