Querry Image – Active Link

A cover block does not support linking. It is also difficult to handle, because the block serves as a background for other content which itself could have links. See: https://wordpress.org/documentation/article/cover-block/

This would be possible with an image block, see: https://wordpress.org/documentation/article/image-block/

I would recommend that you reconsider the structure of your content. Maybe you can use an image block after all.