Enable file upload when creating new link?

Hello! I’m trying to create a categorized document library that will links to both external and internal resources or web pages.

The WP Links feature works great for external resources, especially since I can categorize them and then use a shortcode to show a “library catalog” for any link category on any page/post. (Or use a plugin like WP Render Blogroll Links.)

However, I can’t figure out how to handle files/docs that I want to host on my site. The Add New Links admin panel won’t let you upload your own file and link to it in one operation.

There’s the Media panel, but Media has a separate taxonomy. If the Media panel would support external media (i.e. outward links), I could use that instead of the Links taxonomy for my document library.

I can tell my authors to upload a file first using the Media panel, copying the URL of the uploaded file, then going to the Links area to create a new link using the uploaded file URL — but this is a tedious process & prone to user error.

Any suggestions welcome! Thanks