Url='https://linuxconfig.org/how-to-send-desktop-notifications-using-notify-send'
MD_URL='[How to send desktop notifications using notify-send - Linux Tutorials - Learn Linux Configuration](https://linuxconfig.org/how-to-send-desktop-notifications-using-notify-send)'
notify-send "Downloaded" "<a href=${Url}>${MD_URL}</a>"
Hyperlinks are not supported by the gnome-shell notification daemon and they are also not indicated as supported by the server capabilities (body-hyperlinks).
If you include URLs in the body text they are however automatically converted into hyperlinks.