To make sure we are on the same page, we are taling aout links shortened through external services such as goo.gl, non just links shortened through markdown that reveal the orginal on mouse-over.
Flagging as "Other" with the description explaining it's a shortened link is good; However if it was a up-voted comment that indicates that it was useful at one time, so it may be good to re-post the original link, If the Original user is no longer available .
Also commenting to the user that posted it is a good idea, and is probably the best route with new comments.