Drupal - How do I theme a link?
I think the problem with your Drupal 8 code is that '#url' needs a URL object.
'#url' => Url::fromUri('https://www.drupal.org'),
Internal URL from a route
'#url' => Url::fromRoute('entity.node.canonical', ['node' => 1]),
In Drupal 8 you are not supposed to render yourself. When porting code from Drupal 7, remove all rendering and return only render arrays.
As an alternative, you can also use
Twig can print that as-is, you can also get a render array by calling
\Drupal\Core\Link::toRenderable(). The resulting render array is the same then as building it from hand.