If the text mode is already pulling document ID's for example, you can try to use CONCAT to create the link manually - that should work and the link should be clickable in the report? Can you share the text mode so that we can take a look?

You cannot modify senders of messages. You can only add / change the image in e-mail branding for Proofing under account settings in https://instance.my.workfront.adobe.com/proof/account/settings. You could do it via Fusion but that would be labor intensive and it would require a lot of configuratio...

What are you trying to achieve? Show a report of all projects in e.g. a program/portfolio and show all documents (links) that are within that project? Like a full list (links) of documents?