I think another url box would be perfect
I don't think it's a bad idea
 

What would be reason for that? You want to make cookies bar as simple as possible ideally in generalized layout to make customer quickly click on it and be OK. Nost probably noone will even click on existing link... Why would anyone do it? Noone cares 

Now understand ?
please do it for me

 

yes or yes?

@Marius
We do not plan adding another links, it is irrelevant.
You may update in functions.php this line:
"message": "<?php echo osc_esc_html(ckc_param('content_message') <> '' ? ckc_param('content_message') : __('This website uses cookies to ensure you get the best experience on our website.', 'cookie_consent')); ?>",

And add there custom link or custom HTML code, but honestly I have not tested if HTML will be accepted here or not.

thanks again!