I just experienced this issue a few minutes ago and I have seen it in the past as well.
What happened to me a few minutes ago was that I attached two images and embedded, then saved the conversation. Then I realized the images were not correct so I edited the conversation, deleted the two attachments and replaced with two new attachments, then embedded into the message and saved. The result was two attachment links (not images) that when clicked were broken. I tried again to edit the conversation post, but same issue. I ended up just copying the text and creating a new conversation post and attaching the two images and embedding, then all was fine.