It seems there isn't any way to catch any navigation events. However, you can intercept script events called in JavaScript with window.external.notify()
Assuming the page is something you're hosting yourself, you can replace
<a href="http://www.lightwoodgames.com">LINK</a>
With
<a href="javascript:window.external.notify('http://www.lightwoodgames.com')">LINK</a>
Then in your project you'll want to add
webview.ScriptNotify += webview_ScriptNotify;
webview.AllowedScriptNotifyUris = WebView.AnyScriptNotifyUri;
protected async void webview_ScriptNotify(object sender, NotifyEventArgs e)
{
await Windows.System.Launcher.LaunchUriAsync(new Uri(e.Value));
}