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Hello everyone

\documentclass[a4paper,12pt]{article}

%%% Работа с русским языком
\usepackage{cmap}                   % поиск в PDF
\usepackage[T2A]{fontenc}           % кодировка
\usepackage[utf8]{inputenc}         % кодировка исходного текста
\usepackage[english,russian]{babel} % локализация и переносы

%%% ссылки
\usepackage[unicode, pdftex]{hyperref}

\begin{document} % Конец преамбулы, начало текста.


    \begin{thebibliography}{2}
        \bibitem{Доступное объяснение ROC и AUC!}
        \textbf{Доступное объяснение ROC и AUC!:} \url{https://www.youtube.com/watch?v=4jRBRDbJemM}
        
        \bibitem{Вычисление ROC и AUC.}
        \textbf{Вычисление ROC и AUC:} \url{https://dyakonov.org/2017/07/28/auc-roc-площадь-под-кривой-ошибок/}
    \end{thebibliography}

\end{document}
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5

I would like to recommend very strongly that you switch to either XeLaTeX or LuaLaTeX to compile your code and that you employ a suitable Opentype font. You may also want to load the xurl package; then specify \urlstyle{same} unless you can also load a mono-spaced font that features both Latin and Cyrillic characters.

Addendum: As @UlrikeFischer has pointed out in a comment, this approach isn't guaranteed to work for all conceivable pdf viewers and web browsers. I can report (happily...) that the approach does appear to work for the Adobe Reader / Safari browswer combination.

enter image description here

% !TEX TS-program = xelatex
\documentclass[a4paper,12pt]{article}

\usepackage{fontspec} % 'fontspec' requires LuaLaTeX or XeLaTeX
%% see https://fonts.google.com/noto for "Noto" font families
\setmainfont{Noto Serif} % or some other suitable font
\setsansfont{Noto Sans}
\setmonofont{Noto Mono}

\usepackage[english,russian]{babel} % локализация и переносы

%%% ссылки
\usepackage{xurl} % allow line breaks anywhere in URL strings
%\urlstyle{same}  % optional
\usepackage[colorlinks,urlcolor=blue]{hyperref}

\begin{document} % Конец преамбулы, начало текста.

\begin{thebibliography}{2}

  \bibitem{Доступное объяснение ROC и AUC!}
  \textbf{Доступное объяснение ROC и AUC!:} 
  \url{https://www.youtube.com/watch?v=4jRBRDbJemM}
        
  \bibitem{Вычисление ROC и AUC.}
  \textbf{Вычисление ROC и AUC:} 
  \url{https://dyakonov.org/2017/07/28/auc-roc-площадь-под-кривой-ошибок/}
  
\end{thebibliography}

\end{document}
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  • 2
    while this will print the link correctly, it will not give a valid link in the pdf. It will work with some pdf viewers, but there is no garanty. Nov 30 '21 at 15:03
  • @UlrikeFischer - thanks. My one and only pdf viewer is Adobe Reader, and my web browser is Safari (I'm a MacOS person...). With this combination, there doesn't seem to be a problem with the link being invalid. I'll readily concede that other combinations of pdf viewer and web browser may not work as well. I'll add a note to this effect to my answer.
    – Mico
    Nov 30 '21 at 15:14
  • it worked for me after I changed the font names: \usepackage{noto-serif} \usepackage{noto-sans} \usepackage{noto-mono}
    – DarMaster
    Nov 30 '21 at 15:58
  • 1
    @DarMaster - Glad to heat that you're able to make use of the proposed solution. :-) About font naming conventions: that's definitely still an area that could stand a lot of consolidation and standardization across computer systems. On my particular system (MacOS 12.0.1 "Moneterey", MacTeX2021), Noto Serif and noto-serif are both valid, under both XeLaTeX and LuaLaTeX. On other systems, though, there may well be a need to choose one or the other font-naming convention. As I said, we'd all warmly welcome some more standardization in this field...
    – Mico
    Nov 30 '21 at 16:11

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