I'm sure this has previously been suggested because it's so obvious...but I couldn't find it with a search:
In Thunderbird, when the display text of a URL in a message is not identical to the embedded (actual) URL, display the actual URL in a contrasting color, possibly with a warning message
or
Provide a method in Thunderbird to filter all messages where the embedded URL and the display URL do not match so that those messages can be redirected to a folder.
This was suggested by one of my clients as a way to make phishing attempts more obvious.