In the vein of “necessity is the mother of invention” I think “annoyance is the father of complexity.” In other words, we may be trying to over-engineer a solution to a problem that doesn’t need that much attention.
I’m so used to control-clicking or right-clicking on links to expose advanced options on desktop that it has become muscle memory. Also all my mobile browsers have been set to open new links in a new tab or open in a new window in the background. It’s a set once and forget it action.
Maybe as a user already inured to the web I’ve become biased. I do like your solution(s), I just wonder if it brings more confusion than clarity to first time users. It’s bound to bring a lot of visual cruft to writers or certain news outlets / blogs (think WIkipedia) that tend to be hyperlink crazy. In the context of footnotes, it’d be a nightmare as the icons compete for legibility with subscripts and superscripts.