Can I create OneNote links that open in the desktop app instead of the web app?

This question is at superuser.com but I can't get any of the answers to work on macOS.

Onenote gives you two links and the 2nd one should open in the app.

onenote:https://xxxx-my.sharepoint.com/personal/my_name/Documents/Anotebookname/Notebook.one#ASectionName/etc/etc/&end

I've tested putting the onenote:link into a few apps and it only opens up the web app. If I put them directly into safari, then that works and opens up the OneNote Desktop app.

My goal is to put links to specific OneNote pages into my the notes area of the Things App.

Does something have to go in the front of it to tell the app(IE, Things) to redirect to the App or Safari?

From looking at this post, manually adding a / / (forward slash x 2) to the front of the HTTP works.

IE:

onenote://https://xxxx-my.sharepoint.com/personal/my_name/Documents/Anotebookname/Notebook.one#ASectionName/etc/etc/&end