The Brief: A "sneaky link" is a sexual partner who someone keeps secret.

DEEP DIVE
Someone’s “sneaky link” is a person they’re secretly hooking up with. They may be “sneaky” because they’re having an affair or just because they want to be discreet. Typically these relationships are casual and more sexual than they are romantic. A “sneaky linkup” is when people meet to hookup in secret.
https://twitter.com/Dr_Sweets23/status/1328069732973555723
yall pushing 30 talkn bout sneaky link
— lูกsh (@alvshaa) November 8, 2020
When my sneaky link tryna โlinkโ ๐ pic.twitter.com/il3lFFS4Jr
— lover boy bango๐ (@GuhThatsChango) November 16, 2020