Using inline Figma links (like the one in the video) are perfect for normal paragraph content etc, but in this case, because you're using a proper "Button" component (which makes the whole block clickable as a link, instead of just the text part), you'll just need to set the URL via the "HTML & Mobile Settings" panel and remove the one from the Figma text layer itself and that should work as expected.
Using inline Figma links (like the one in the video) are perfect for normal paragraph content etc, but in this case, because you're using a proper "Button" component (which makes the whole block clickable as a link, instead of just the text part), you'll just need to set the URL via the "HTML & Mobile Settings" panel and remove the one from the Figma text layer itself and that should work as expected.
I've just attached a quick video showing how to do this, in the Figma file I just duplicated from your original one.