We have a nice snippet for when editing HTML as plain text:
Snippet: Make hyperlink from clipboard link
which could also easily be modified to support Markdown.
However I think what @Lusoluso wants is:
#popclip
name: Insert Hyperlink (⌘K)
icon: iconify:formkit:url
key combo: command K
(The above block is an extension snippet — select it then click “Install Extension” in PopClip.)
p.s. I used Extension for Iconify to pick the icon 