@xmatic SOLVED: it turned out to be an issue with the “default browser”. I have Google Chrome Portable (from portableapps.com ). Everything used to work fine, and then I think I updated this portable version of Google Chrome in a wrong way*, and after that things stopped working (and I wrongly assumed that it was something to do with “group policy” etc.). The solution was to make Microsoft Edge the default browser. The links NPP immediately started working (and opening to Microsoft Edge). And after a restart I opened Google Chrome Portable, received a prompt to set it as the default browser, and followed the steps to set it like so. And after this the links inside NPP started opening (in Google Chrome Portable) without a problem.
*the correct way to update Google Chrome Portable is to download the current zip from portableapps.com and then extract the contents to the current GoogleChromePortable folder. What I did instead was to extract it to its own folder (let’s call it “x”). Then delete the contents of the GoogleChromePortable folder, and then cut the contents of “x” and pasted them into the GoogleChromePortable folder.