Add URL in image upload error message

It’s probable that HTML tags are being removed from output. You can test this by adding other HTML tags (ex: <strong>) and see if they are removed. If the bold text shows, it’s possible then that bold text is permitted but not links (using wp_kses() or similar).

I backtracked the code quite a bit to see if I could find how/where the code was displayed, but did not find it quickly.

If HTML is being stripped in PHP, then the solution is to use JavaScript to add the link in.