So, when it says "A script modified the host part in a link in the
page. This can cause serious privacy problems", does that mean:
1) The link that I clicked to get to the website was such a redirect, or
2) IceCat looks through the page looking for Javascript codes that do
what you described?
The thing is, this behavior seems to happen more often than I would
expect (I certainly didn't expect it while browsing my own website,
since it doesn't have any Javascripts and any dynamic processing (some
shtml and Python) is done on server side), and if it's case (1), I can
imagine that happening if I follow wrong links to my website, but not
if it's case (2).
P.S. The behavior doesn't seem very reproducible. I just tried loading
my website again, and this time, it doesn't show the warning. I tried
visiting through other websites, such as Google (but seeing your
explanation's Google's click-tracking shouldn't trigger this, since
they don't try to hide the fact that they redirect you through them)
or Facebook, but no luck.