I am having the same problem detailed here:
https://community.atlassian.com/t5/Jira-questions/Is-there-a-way-of-adding-Issue-links-as-a-column-in-JIRA-issue/qaq-p/266975#U1036437
This was asked 4 years ago... has a solution been added ?
In JIRA I tried adding a Confluence link under More - Links and selecting Confluence and then inputting the URL
on the JIRA ticket this shows up as a "Wiki Page" in the "Issue Links" section
I then added the "Wiki Page Link" Column in the 'Columns to display' section of the JIRA Issue/Filter Macro on a separate Confluence page
Intuitively I figured since the Confluence page was linked as a "Wiki Page" it would be returned in the "Wiki Page Link" Column but this was not the case...
I cannot figure out what Wiki Page Link Column is even supposed to be then ??