% flatten nested annotation
\documentclass[dvipdfmx]{article}
\usepackage[colorlinks=true]{hyperref}
\textwidth5cm
\makeatletter
\usepackage{etoolbox}
\patchcmd{\@makecol}{%
       \color@begingroup
         \normalcolor
         \footnoterule
         \unvbox \footins
       \color@endgroup
}{%
       \color@begingroup
         \normalcolor
         \special{pdf:nolink}%
         \footnoterule
         \unvbox \footins
         \special{pdf:link}%
       \color@endgroup
}{}{}
\makeatother

\begin{document}
A\footnote{CTAN web: \href{https://ctan.org/}{CTAN} here!}
\vspace*{41\baselineskip}

Text with link: \href{https://tug.org/}{TUG TUG TUG TUG
TUG TUG TUG TUG TUG TUG TUG TUG TUG TUG TUG TUG} all done!
\end{document}
