If you look at the details of this macro:
( current version kept at GitHub - RobTrew/copy-as-md-link: macOS Keyboard Maestro macro group – single keystroke to copy MD links from different applications. )
You will see one approach to populating the clipboard with labelled links formatted as various kinds of text:
public.htmlpublic.rtfpublic.utf8-plain-textcom.hogbaysoftware.bike.xml
( You need to populate the pasteboard with multiple pasteboard items (or clipboard flavors) in order to paste a link into different types of applications )