As of now (after T198584: Update wikilinks to point back to source project), all wiki links on the file description page are prefixed with an interwiki prefix, and point back to the source wiki. The only exception are categories, as well as file/media links. The original reasons for this behavior:

• Thumbnail syntax starting with [[File:…]] would break when prefixed with an interwiki prefix.
• We assume that most files are on Commons anyway, and it creates less workload when file links are not prefixed by default.

As of now, files that are not on Commons will appear as a red link, making the issue easily visible.

The suggestion is to check file/media links individually and prefix them when a file with the same name does not exist on Commons.