Edit
See my answer for a full working solution:
I managed to solve this myself by using a UITextView instead of a UILabel
If you don't mind rewriting you code, you should use UITextView instead of UILabel.
You can easily detect the link by setting UITextView's dataDetectorTypesand implement the delegate function to retrieve your clicked urls.
func textView(_ textView: UITextView, shouldInteractWith URL: URL,
in characterRange: NSRange, interaction: UITextItemInteraction) -> Bool
https://developer.apple.com/documentation/uikit/uitextviewdelegate/1649337-textview