Actually it's better you'd report issues like that on drupal.org and not here on Drupal Answers.
The recent EU Cookie Compliance updates happened in a rush when during the ongoing development a security hole was found. Because of that a lot of half-ready new features got released.
It happens I just released a patch which may be related to your problem, see https://www.drupal.org/project/eu_cookie_compliance/issues/2985543.
But you may not necessarily need the patch. All you need to do is to update to the latest version, then go to the module's config page and choose a method (default, opt_in etc.). Choose default to turn back to the initial method before the most recent updates added additional methods.
If that doesn't work try to follow the steps from https://www.drupal.org/project/eu_cookie_compliance/issues/2985613#comment-12685609 which was a fix for the 7.x branch but may apply for D8 as well.
Last but not least, double-check that the link you provided either goes to an existing internal route or is an external link.