Ok, so it seems it's not possible to do this currently. on hotlink was meant to match on word, and there's no way currently to know what is the character under the mouse cursor.
However, the built-in hotlink feature is able to do that, I'm fairly certain that it should be possible for the on hotlink event to report such an information, but Khaled has stated that the built-in hotlink feature and the on hotlink event are different:
https://forums.mirc.com/ubbthreads.php/ubb/showflat/Number/262119/ &
https://forums.mirc.com/ubbthreads.php/ubb/showflat/Number/262120/I'd still ask for it in the feature suggestions forum.
