We are restructuring back-end elements of our direct message system. As a result, users may be unable to send some URLs in direct messages using the API.
We apologize for the inconvenience. As we continue to work to update our DM system, the ability to send URLs in direct messages has been gradually returning. Please file a ticket at https://support.twitter.com/forms/platform and send us one of the URLs you're trying to send, we can see what we can do to speed this along so your app can again function.