Links to files containing spaces contain %, and \href allows you to insert the link as is. texlab seems to understand it as a comment and considers the { from \href to not be closed, therefore giving an error expecting a }.

Reproducible example:

\documentclass[12pt]{article}

\usepackage{hyperref}

\begin{document}

\href{https://github.com/latex-lsp/texlab/example%20file.pdf}{URL with \%}.

\end{document}

Thanks!