Process
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using the Regex Find and Replace Add on
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run the “find and replace” command
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in the find section insert: (?:__|[#])|[(.?)](.*?)
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in the replace section insert: $1
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if you select a section of the text and hit the command, there is the option to only replace links there
I was looking for this feature for ages and it helps me a lot, so I hope you can safe the time 
Props to this post: javascript - Regex match markdown link - Stack Overflow
There I got the solution from.