This is a small CSS snippet for Obsidian Minimal Theme which will make links in headings inherit the heading color if you're using colorful headings option. Big thanks to gregp at Obsidian Members Group Discord for helping me to figure it out.

colorful-links-in-headings.css

.cm-header:not(.cm-hashtag):not(.cm-em).cm-header-1 {
  color:var(--red);
}

.cm-header:not(.cm-hashtag):not(.cm-em).cm-header-2 {
  color:var(--orange);
}

.cm-header:not(.cm-hashtag):not(.cm-em).cm-header-3 {
  color:var(--yellow);
}

.cm-header:not(.cm-hashtag):not(.cm-em).cm-header-4 {
  color:var(--green);
}

.cm-header:not(.cm-hashtag):not(.cm-em).cm-header-5 {
  color:var(--blue);
}

.cm-header:not(.cm-hashtag):not(.cm-em).cm-header-6 {
  color:var(--purple);
}