I feel like none of these messages quite answer the question still. See - https://api.slack.com/docs/message-attachments.
It requires you to put the link in an attachment. Hyperlinking is still not allowed in the body of the message.
{ "attachments": [ { ..., "text": " <https://honeybadger.io/path/to/event/|ReferenceError> - UI is not defined", ... ] }
ReferenceError
will be a hyperlink.