You can add validation so that when the entity is saved, it will check that the field contains a valid URL and display an error if that’s not the case.
https://docs.litium.com/documentation/architecture/validation
An example can be found in this task from our developer education: https://github.com/LitiumAB/Education/tree/master/Developer%20Education/Bookstore/Validation
My guess is that this will be in the CMS, so the entity would either be DraftPage or DraftBlock if you want the error to be shown on Save. Otherwise it will be shown on Publish.