'html' => TRUE option from links was removed from core for a few different reasons. Read the issue for more information.
One of the keys to understanding Drupal 8 is that you almost never need to explicitly render things or resort to the
\Drupal class in object oriented code.
When you are in a controller or in any other context when you are returning content to be displayed, leverage render arrays and Drupal will do the right thing:
$create_icon_path = '/some/path/my_icon.png';
$create_earlywarning_url = Url::fromUserInput('/node/5');
$build = [
'#title' => [
'#theme' => 'image',
'#uri' => $create_icon_path,
'#width' => 15,
'#height' => 15,
'#alt' => 'My Alt Text',
'#type' => 'link',
'#url' => $create_earlywarning_url,
So the key here, is that for the
#title of the link, you can just make it a render array for an image, and the renderer will figure it out and output everything properly (eg, also include the RDF info if you have that enabled).