Mark only "Frequently asked questions" for translation. Besides, the URL could be "wikimania2016.wikimedia.org/wiki/Special:MyLanguage/Scholarships/FAQ"
We don't have a good method to separate the URLs from the messages in the current application. Is there some magic way to markup the message that indicates that the href should not be translated?
Conversion of all links to use Special:MyLanguage is tracked in T85533: Make all URLs go through Special:MyLanguage.