Press Run to run this script, or Quit to quit.

Resurrecting this question as I was unable to reply on an older thread.

I first created an AppleScript that grabs the finder selection and turns the selected items into a list of URLs and then wraps each with "<" and ">" so that the URLs can be pasted into a text doc as markdown links. I then exported the script as an application.

I then installed Karabiner-Elements which allows me to create a "Hyper Key" - in my case I mapped the caps-lock key to simulate Cmd-Opt-Ctrl-Shift. I then used Keyboard Maestro to create a macro, "Ctrl-Opt-Shift-Cmd G" to trigger the aforementioned application.

In use, I select file(s) in the Finder, then simply hit caps-lock G, which Karabiner turns into Ctrl-Opt-Shift-Cmd G which Keyboard Maestro sees and triggers my application.

The problem is that I get a dialog each time: "Press Run to run this script, or Quit to quit." I have determined, based on the old thread, that the use of the Ctrl key in the macro triggers the dialog. Remove the Ctrl key and the dialog doesn't appear. Unfortunately, removing the Ctrl key defeats the point of using a "Hyper Key" which is that almost NO applications use the Ctrl-Opt-Shift-Cmd modifiers together in a keyboard shortcut - i.e., the Hyper Key opens up a lot more custom keyboard shortcuts to use as triggers.