How do I change the “href” link that corresponds with an “li class” statement?

I am guessing that you are looking at code generated by wp_list_categories() based on the class names, but I can’t say for sure.

If that is the case, then the link is probably generated here:

$link = '<a href="' . esc_url( get_term_link( $category ) ) . '" ';

Meaning that you could probably alter it with this filter:

$termlink = apply_filters( 'category_link', $termlink, $term->term_id );

Proof of concept:

function alter_category_link($termlink) {
  return 'abcdefg';
}
add_filter( 'category_link', 'alter_category_link');
wp_list_categories();

Alter the link to what, I have no idea. You don’t specify.