@BLUEFROG Hi Jim. Just a friendly FYI that the keyboard shortcut shown in your screenshot (Control + A) is no longer present.
The conventional apps listed by @kevin1 are the same ones I’ve used myself over the years to call-up a window to paste a URL into (usually for highlighted test in MS Word, an Excel cell, Gmail etc.). Command + K seems to be akin to CMD+V being used to paste; it seems as though CMD+K is the conventional “standard” to convert selected text to a hyperlink.
My workaround is a Keyboard Maestro automation. Requesting however a future enhancement to DT3 to accommodate CMD+K as a shortcut for Format > “Add Link…”.