User blog comment:MisterWoodhouse/The first migrations to the Unified Community Platform/@comment-33992053-20200829152232/@comment-4657864-20200830133252

Here's how I changed mine:

.mw-parser-output a.extiw, .mw-parser-output a.extiw:active, .mw-parser-output a.external { color: var(--themed-link-color) }

It changes it to whatever color you have set under Theme Designer.