The command, for instance,
WikipediaData["Global warming", "ExternalLinks"]
gives me 500 links only, as so as
WikipediaData["Global warming", "ExternalLinks", "MaxItems" -> 3000]
Length@%
500
But the article "Global warming" contain more than 500 external links (namely 915)
"continue"
in the Wikipedia API response appears to be handled correctly). I think it may be worth filing a bug report. $\endgroup$