That makes sense to use the API then.

 

I had thought it would also include the link to my-wiki.com, but now that I test this I find it actually doesn't. I tracked this down to bug 19637 where someone implemented exactly this behavior, without addressing the objections raised that people actually do want to search for these links.

There's nothing the API can do here, as these links are never recorded anywhere due to how the "fix" for bug 19637 works. On your local wiki you could set $wgRegisterInternalExternals to true (and then reparse all pages), but if you'd like it fixed for the general case it could probably use a discussion on wikitech-l to decide if we want to fix this and if so whether to do it by just reverting r53104 or by adding another link tracking table just for these.