The following special pages appear to be missing help links. This is not an exhaustive list. The suggested target for each is also given. I'll leave this for a few days for any feedback about the targets before uploading patches.
[x] Extension:Gadgets (2)
Special:GadgetUsage, Special:Gadgets -> [[ https://www.mediawiki.org/wiki/Extension:Gadgets | Extension:Gadgets ]] (on mediawiki, no dedicated help page exists)
[x] Extension:Nuke (1}
Special:Nuke -> [[ https://www.mediawiki.org/wiki/Extension:Nuke | Extension:Nuke ]] (on mediawiki, no dedicated help page exists)
[x] Extension:StructuredDiscussions (1)
Special:StructuredDiscussions -> [[ https://www.mediawiki.org/wiki/Help:Structured_Discussions | Help:Structured_Disicussions ]] (on mediawiki)
[ ] Extension:OAuth (4)
Special:OAuthListConsumers, Special:OAuthManageMyGrants, Special:OAuthManageConsumers, Special:OAuthConsumerRegistration -> [[ https://www.mediawiki.org/wiki/Help:OAuth | Help:OAuth ]] (on mediawiki)
[x] Extension:CategoryTree (1)
Special:CategoryTree -> [[ https://www.mediawiki.org/wiki/Extension:CategoryTree | Extension:CategoryTree ]] (on mediawiki, no dedicated help page exists)