In one dialog node definition I tried to display HTML link but there is difference in the output or the response at both the palaces i.e messenger and the try out.
The dialog node we define:

Try out response:

Messenger response:

The possible error may be is the HTML rendring.What are the possible solutions.
Make sure that your HTML does not have any error.
Check that you are using the same API version in "Try out" and in your app or the messenger. The API versions can be checked in the Watson Assistant release notes.
Depending on the client the text may need encoding.