@tecosaur mentioned the issue of OSC8 links in JuliaDocs/Documenter.jl#2487
Hyperlinks (a.k.a. HTML-like anchors) in terminal emulators
https://gist.github.com/egmontkob/eb114294efbcd5adb1944c9f3cb5feda
I don't have an MRE for the error. However, since osc8 links has become the de facto standard, it seems worth supporting it.