Checking links in Preview mode is possible by clicking the link but then one has to go back to Edit Mode and then Preview mode again to check a 2nd link… then back to Edit Mode and back to Preview mode… etc.
In preview mode, add a “link preview” at the bottom of the panel and show the link when hovering over it. I just want to visually verify the link… (not actually use the link to go to the page)
For an example, just hover over a link in Chrome and note the link shown at bottom of pane. Shown here is the bottom pane of Chrome when viewing Realmac site. Note link shown (cursor is hovering on Realmac link but not shown)