The grid perfectly shows http: urls in blue, but when a utl start with https: the https: part stays black.
I cannot reproduce this with the latest version.
Test:
advstringgrid1.Cells[2,2] := 'http://www.google.com';
advstringgrid1.Cells[2,3] := 'https://www.google.com';
AdvStringGrid1.URLShow := true;
AdvStringGrid1.URLFull := true;
both URLs are shown in blue & underlined.