Appreciate your time for writing review for this add-on.
As for #1, I will consider how I can implement your requirement as I sometime need such feature. Since this is not an ideal place to discuss/track the feature, I opened an issue at https://github.com/0x6b/copy-selection-as-markdown/issues/49. Please follow the issue for any progress.
As for #2, See "Disable link styling" and please open a new issue if you have any unique requirement.