This is a note to myself (and anyone who might find this useful) about how to set up a Mac to use message links.

Make Message IDs visible in Apple Mail

1. Mail > Preferences
2. Viewing Tab
3. Click "Show Message Headers" > Custom
4. Add "Message-ID" to list of custom headers

Karabiner

Download and install Karabiner Elements.

Change caps lock to complex modifier (command+ctrl+option+shift) under the Complex modifications tab. There is an example rule built in just for this modification.

Create Service

Open Automator Create a Quick Action that runs an Applescript

Cut/paste the following to pull the Message ID from the currently selected message in Mail and copy it to the clipboard as a link.

tell application "Mail"
    set selectedMessages to selection
    set theMessage to item 1 of selectedMessages
    set messageid to message id of theMessage
    -- Make URL (must use URL-encoded values for "<" and ">")
    set urlText to "message://" & "%3c" & messageid & "%3e"
    set the clipboard to urlText
    return urlText
end tell

Save with a descriptive name, such as: CopyMessageURL

Set up a keyboard shortcut

Open System Preferences. Under Keyboard > Shortcuts tab Select Services on the left Locate the newly added service under "General" grouping, add whatever key shortcut (caps lock + m) you'd like.

Use

Use your new shortcut to generate links directly to individual emails, which should open in Mail on MacOS and iOS.