I don’t know how feasible it is but if during installation there was a means to specificy those kinds of requests to a different gateway or something that would be cool. Also, before discourse error handles this it can be used by bad actors to grab someone’s IP address in a PM, a setting to not list the link until it had been processed could prevent that maybe?
Last I looked the latter problem was “turn off embed content globally or live with it”.
It wouldn’t stop someone clicking on a random link though that wasn’t embedded so I dunno.