From what I understand to create links in inline text the solution is too use nested text components like so (ps i know that using click me as a link is bad style I'm just trying to highlight the main issue)
<Text>
To find out more
<Text onClick={() => console.log('link was pressed')} accessibilityRole="button">
Click me
</Text>
</Text>
The onClick works but the accessibilityRole does not appear to work.