Symlinks are virtually just extra data in the inode. As such, it should be possible to add a symlink that points to an URL, provided lower level or POSIX limits

Symlinks are virtually just extra data in the inode. As such, it should be possible to add a symlink that points to an URL, provided lower level or POSIX limits do not restrict characters like ":" (though that's easily worked around by using a different character). Now, interpreting such symlinks as files is a different matter. I am surprised nobody has yet come up with an overlay FS for Linux that transparently reads from a symlinked URL: this would allow such symlinks to work in any symlink supporting filesystem.