[Feature Request] Add conversation linking/anchoring to specific messages

**Bug Description**
One of the challenges of working with Claude Code in the CLI, is that even though there's already the ability to SEARCH the conversation, there is no way to directly LINK to a specific line location in the chat. This should be reasonably easy to add as the interface already links the last user message at the top of the fullscreen TUI mode. So the functionality clearly already exists it just needs to be exposed through the API, so users can create their own "markdown" style `[text](convo-link)` markers to identify locations in the jsonl (as it's relevant to the user interface).

This also feeds into the idea of Vim like marks or bookmarks to make it easy to jump back to certain parts in the conversation where a user is working. This would work nicely with the Vim integration that already exists for editing in the TUI textbox.

**Environment Info**
- Platform: win32
- Terminal: windows-terminal
- Version: 2.1.273
- Feedback ID: 0b46b46f-e1c6-4728-b655-49bbd60312a1

**Errors**
```json
[]
```

The issue points to the fullscreen TUI's existing link for the last user message, the API, and conversation JSONL; start by tracing how that link is represented and exposed. Done should include a defined way to address any specific message and a documented link format that users can place in Markdown and resolve reliably.

Written by the indexing model from the issue text.