[carlosperate]

It's also not easy to quickly identify it's a link, as the word highlight is the same as the previous examples.

Maybe adding an underlines or something to make it slightly different might help with that.

[SamBam]

Right, or a small "outgoing link" symbol (usually a box with an arrow coming out the top-right corner) next to it.

[extra88]

Yes, don't disable link underlines within the code blocks, let the default be. It's not like there's a competing convention for underlining within code blocks.