I suspect those links are to temporary files which are created when you drag and drop; I don’t think they are links into the innards of the mail database in Outlook or Mail. In theory temporary files should be removed somewhere along the way, so that linking to them is possibly moot.
For Mail at least, you can link back to a message using message://<message id>; there is a thread on Stackexchange here explaining more about how to get hold of that ID.
I assume similar functionality for Outlook, but have no means of looking it up in the script dictionary, or testing, as I don’t use Outlook myself.
Edit: when dragging from Mail to an RTF in DT 3 Pro I get a clickable link which uses the above URL scheme. When dragging to an MD document I only get the title of the mail without a link; this thread seems to confirm that behaviour. So a brief script along the lines of the suggestion in the Stackexchange thread and including the whole link in the format [name](message://<message id>)would presumably be the easy solution.