[BUG]: Clickable link printed by `lint-local-code` does not work when file contains leading numbers

[JCZuurmond]

Current Behavior

Clickable link printed by lint-local-code does not work when file contains

Expected Behavior

Link should work

Steps to reproduce

1. Clone: https://github.com/databricks-industry-solutions/segmentation
2. Run lint-local-code on the project
3. Note links to files with leading numbers

[JCZuurmond]

Probably something that we should not fix

[FastLee]

Is there a simple way to escape the file name?