According to https://www.jetbrains.com/help/idea/2016.2/add-edit-filter-dialog-2.html i can make my external tool output clickable if it contains file paths or lines. A really useful enhancement would be the ability to mark up $CLASS$ and $METHOD$ sections for tools which emit java class names and methods.
I can get some of the way by making my external tool write xml with class="..." attributes, but i can't find a way to format a method reference and have it become clickable in the editor. I've also tried writing java and embedding @see class#method tags in javadoc, but unless the file is in a subproject which depends on the correct other subproject, the java doc links aren't "live". Navigate to class can resolve the class, but the javadoc isn't clickable.
I can use the external launcher to open files, but not (afaik) classes / methods.
I could improve my tool to emit paths / lines, but this is actually a fair bit of work - i really want some simple access to the effect of "copy class#method reference from file, use navigate to class to get there".