Removable (ish) Link

[typhoon_driver]

pass enough current through any link and it will act as a fuse

[Garfie489]

I have no idea what these are called, but if your main concern is simply the link falling out you should be able to use one of these plastic clips to hold them in. I drew it up quickly on paint, but when you press down on the left beam, which is spring loaded, it unclips. You can attach the two pieces to both parts of your link if your that concerned about it falling out.

[shakesc]

pass enough current through any link and it will act as a fuse

Exactly how some older cars had some high current fusing. Not a preferred solution