A WebmasterWorld thread has some complaints that the number of external links reported in Google Search Console's link report is down by about 50%. Like Google cut out about half of the links they were originally reporting. So I checked some older screen shots and I see the same for this site.
This site had about 2.5 million links back in August 2018 and now it has 1.2 million links.
Before:
After:
I am not sure if this is a bug or Google has updated how they count links. I do not see any confirmations from Google about this change yet.
But I doubt you have any reason to worry, this is just a report. There is no way I lost 1.5 million links to this site. :)
Forum discussion at WebmasterWorld.