A while back an SEO asked John Mueller of Google if "linking to an external site from the FAQ Schema of a discounts/vouchers site?" John responded, "sure." I guess if the link is against Google's webmaster guidelines, sure, you can get a manual action.
Here are those tweets:
Sure
— 🧀 John 🧀 (@JohnMu) May 30, 2020
It kind of felt like a loaded question, so I do like the way John responded to it.
Just make sure to review the FAQ rich result guidelines and the Google webmaster guidelines.
Forum discussion at Twitter.
Note: This was pre-written and scheduled to be posted today, I am currently offline for Succos.