Linking the notes directly can be a little flaky depending on whether your logged in or what relays you have set. generally though links with "nevent1..." are a little better since they tell the client what relay to connect to to get the note.
as for the red icons next to usernames. that means the user has an invalid NIP-05 id set. if you click on the user and then click on the NIP-05 id it will open the JSON file for it. 
usually it their pubkey is incorrect or their name isn't in the JSON file