Like so many features, I can’t believe its not already in. That must annoy many people. Especially when liking headings [[Site#Heading]]. This is guarantied to have a red line… I’m in disbelieve. (srsly, I can’t believe it, please tell me if I overlooked something(likely)).
This also annoyed me very much. I thankfully found a solution, but am not sure it was available at the time of your writing. It’s the plugin Spellcheck Toggler made by Julian Szachowicz. It does a lot more than toggling spellcheck, one of the features is disabling it for any type of link.
Hopefully someone will find this helpful! Though I still believe this should be available as a core feature.
The examples in the original post aren’t links, but links are spellchecked. (It’s hard to see in the URLs in my screenshot because they’re underlined.)
This may be a regression from Obsidian 0.75: Spellcheck should ignore links (I don’t know if that change applied to links, but in the case it definitely applied to — bare URLs — is now spellchecked again).