If I use footnotes with links the “Links” pane gets unwanted entries. Please have a look on the screenshot. Is this a bug or did I do something wrong?
Which is the “unwanted” entry? If you click on each entry in the links panel it will highlight the location of the link in the document.
No this is not a bug. The Links inspector lists the outgoing links found in the document. Links being present in a footnote wouldn’t hide them as they are still part of the document.
OK. I understand the way the links are being generated. I just find the representation a bit confusing. Also now my item looks like this
Some duplicates and full file links, which are parsed, but in my view could be represented in a bit more convenient way (no duplicates, DT paths instead of filenames, no numbers or \n as link description).
This shouldn’t hold me back from saying thanks for the awesome new Links section. 
You’re welcome.
Development would have to assess your request.