After trying to link to rubluar.com, I've got the error message:
Links to http://http://rubular.com/r/... are not allowed.
After some further investigation, I've found that using the tool to automatically generate the markdown for my link has changed
http://rubular.com/r/KDEEwTIToq
to
http://%20http://rubular.com/r/KDEEwTIToq
removing the %20http://
manually allowed the link to work.
http://
and that might cause the problem.