Would it be legal to send encrypted messages via HF or VHF link?

Not on amateur frequencies in the United States. (I’m not sure about other countries.)

Are you sure?

I think FCC rule § 97.113 Prohibited transmissions expressly prohibits encrypted communications.

[0] https://www.law.cornell.edu/cfr/text/47/97.113

[1] https://ham.stackexchange.com/questions/72/encrypted-traffic...