The example inline_link function in Links & Images in Log Output | Buildkite Documentation
does not work when called from fastlane action.
Only after disabling Fastlaned ANSI colors with the FASTLANE_DISABLE_COLORS env variable the buildkite log makes the link clickable.
At times Fastlane outputs some links, which are also not clickable with or without the Fastlane colors enabled. Jenkins seems to recognise the links both with and without the ANSIColor plugin.