Wolfram Support could not reproduce this issue. They even installed a machine with Windows 10 22H2 for that. Thanks.
Maybe I have some Windows installation or configuration problem on my machine. I continue to investigate what these “LinkObject::linkd” errors actually mean. The docs say: “This message is generated by an attempt to access a WSTP connection that is not active”.
it brings up an input dialog with one input field “Create link:”
If I cancel, an input dialog with one input field “Connect to link:” comes up.
If I cancel again, an information dialog comes up saying “MathLink linkname missing or malformed” ( or “Insufficient arguments to open a MathLink link” if the notebook is uninitialized).
There are no errors anywhere.
(The file name from FileNameJoin is of course the same as in the error messages described in my first post).