For the messages being split up, this is because on web, we only linkify moderated Roblox links to render as hypertext HTML and currently don’t support rendering the rest of user input as HTML. So this is working as intended, but is a current feature gap that leads to the weird UX you are seeing.
For the message preview link, that does indeed look broken. Our team has filed it as a bug into our backlog. Can’t promise any timelines for this one due to other ongoing priorities.