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Here is what I would do Disavow the domain that is linking to you from the adult site(s). The fact that Google search console is showing that you have an internal page linking as well makes me want to know a) have you always owned this domain and maybe someone previously did link internally like this or b) you may have been or are hacked In the case of b) this can be really tricky.  I once had a site that in a crawl it was showing sitewide links to various external sites that we should not be linking to. When I looked at the internal pages via my browser, there was no link as far as I could see even though it showed up on the crawler report. Here was the trick. The hacker had setup a script to only show the link when a bot was viewing the page. Plus, we were running mirrored servers and they had only hacked one server. So, the links only showed up when you were spidering a specific mirrored instance as a bot. So thanks to the hacking, not only were we showing bad links to bad sites, we were doing this through cloaking methodology. Two strikes against us. Luckily we picked this up pretty quick and fixed immediately. Use a spidering program or browser program to show a user agent of Googlebot and go visit your pages that are linking internally. You might be surprised. Summary Googlebot has a very long memory. It may be that this was an old issue that was fixed long ago. If that was the case, just show the 404s for the pages that do not exist, and disavow the bad domain and move on. Make sure that you have not been hacked as this would also be why this is showing. Regardless, the fact that Google did find it at one point, you need to make sure you resolve. Pull all the URLs into a spreadsheet and run Screaming Frog in list mode to check them all to make sure you fix all of it.