When on my Mac I right click on a link in mail and select "Open Link Behind Mail" nothing happens.
I tried opening Console and seeing if there was an error message when I did it again, but I didn't notice anything new. (I looked in "SYSTEM LOG QUERIES > All Messages")
This was working a few months ago. I am using Mail 8.2 (2070.6) and OS X 10.10.2 (14C109)