Some phishing links contain random digits / codes (e.g:
https://refno1234.example.com). For such links, is there an increased risk by clicking on them because the unique code could be matched to your email / mobile number and therefore verify it exists?
Is it possible, by clicking on a phishing link, to run malicious scripts in the background to steal your personal data/files?
Yes, there can be unique identifiers in links that will pair you with that "campaign" and you will be hit again with a more sophisticated attack, now that you are a known "clicker".
Yes, scripts on the webpage you click can steal your credentials, launch malware, encrypt files, etc. I did a video on how I investigated a sophisticated version of this and what exactly it did.