I have selected the Rich Text (TinyMCE) and even tried HTML (QuickTags) plugins, but I can't add a link to a post, it is grayed out.
And I notice Insert/Edit Link and Unlink are grayed out on this support forum's Add Post page as well.
Do I have to add something to the Shortcodes Filtering on the Content Settings page, as I would for a standard WordPress plugin?
if you want to add a proper link with a textual label using the tinymce editor you write the label first and then highlight it. The Link button will then become available for you to click on and enter the url for the link. That is a pretty common approach taken by these rich text html editors.