Conclusion:
So far, it seems impossible to satisfy reliably all three features - raw storage, rendering and clickable link.
Either we need to give up raw storage and searching by inserting backslashes.
Or give up rendering by storing raw path in link-text without additional backslashes. Because even text enclosed in backticks or html “pre” tag does not preserve characters.
Or store raw path in place of link-target, getting broken link due to not being encoded.
One solution would be to store raw path in metadata of the link. (Mentioned in Allow internal links to any element via anchor
I will post request for it soon. )