Try using the standard reference-style markdown links as specified for instance in
They work in IA Writer, The Archive, Typora etc. and are part of the basic Markdown spec.
A clickable reference link, similar to a footnote, should appear and direct the user to the corresponding label in the document.
The link appears in preview mode between brackets (it’s not parsed at all).
They work for me. Please, post an example and a screenshot.
[Google][1]
[1]: http://google.com
Side-note: That website is guide, not the spec. And for certain things the spec is not well defined (there are multuiple specs).
(I have used this website because it’s easier to reference, but the reference-style links are indeed in John Gruber’s original spec )
After more tests, it appears that direct reference links do work (my apologies), it’s reference-style linking to footnotes which does not. To make things clearer, in this code:
Obsidian parses correctly the first two links, not the third:
While IA Writer, which very strictly adheres to the Markdown spec, does:
So does Typora:
And even Ulysses.
Footnotes is really something where there is no universal spec. Footnotes are seen as an extension to markdown, not part of the core. We use this spec from extended common mark.
### Footnotes
Here's a simple footnote,[^1] and here's a longer one.[^bignote]
[^1]: meaningful!
[^bignote]: Here's one with multiple paragraphs and code.
Indent paragraphs to include them in the footnote.
`{ my code }`
Add as many paragraphs as you like.
You can also use inline footnotes. ^[notice that the carat goes outside of the brackets on this one.]
@WhiteNoise: Thanks 
It’s annoying that multiple references to the same footnote is rendered differently though:
Blame Gruber