find all html links (should be markdown links).txt

find . -maxdepth 1 -name "*.md" -exec sh -c 'grep -Ei "^<a href" "$@"' sh {} +

also to find which links point to a file of a particular extension:
find . -maxdepth 1 -name "*.md" -exec sh -c 'grep -Ei "^<a href" "$@"' sh {} + | grep "svg</a>" | wc -l