I just tested your links and they work fine on my side. Just create an HTML file with this code:
<a href="sketch://add-library?url=https%3A%2F%2Fhopeful-mccarthy-23c534.netlify.com%2Ftest.xml">Install RSS Library</a>
open it with your favorite browser and click the link. Sketch should launch and open the Preferences panel with your Library there.