There are also dedicated link cleaning extensions (I use Neat Url).

You actually don't need to use any dedicated extensions for that, as this functionality is built into uBO, you just need to find a filter list (just search for "ublock origin clearurl list" or whatever)

Does it work on links copied from the page for chats?

I use privacy badger, but it doesn't cover everything so I end up having to manually check all links anyway.