In creating documents with hyperlinks for training students, I have found blue underlined still catches the most fish, for example some do not realize that accordion-style content can be clicked to reveal more content if it is not blue underlined. Have tested icons, highlighting, different colors of underlining.
I think part of the issue is that early users of the internet were more tech-savvy, and now internet users are simply "anyone with a phone"—in a sense we're going backwards because a higher percentage of users are not learning/adapting to attempts at new approaches/standards.