For better UI experience for the user we wanted to add dynamic link in the message description of Error/Warning message in SAP GUI and SAP standard Fiori app.
With the reference of a blog blog below, we tried to add dynamic link in the Long Text menu using SE91 transaction but we are still not getting expected result in Standard Fiori app as well as in SAP GUI.
https://blogs.sap.com/2014/05/29/tip-n-6-how-to-add-hyperlink-inside-message-long-text/