I have the same problem.
When I try to open links from my default Windows 10 Mail Program, I see the "Unable to open https://....." dialog box.
I have Windows 10 Pro 1809. I use Mail 16005.12527.20152.0 mail client.
Other browsers work fine.
However I can successfully start Opera from command line, or from Windows Explorer address bar.
I even can successfully open links from my MS Word.
I don't know if the problem on the Opera side or on the Mail software side, but Opera is the only browser that fail.
I'll be happy to provide more diagnostic info if someone knows how to grab it