How to add an anchor tag to the Caption for an image in a Gallery Module

Want to add anchor tag to images in a Gallery module so can link to them from another page. I’ve tried adding for a pic of a pussy willow the following into the Library image’s Caption field (which Gallery support doc says it takes it from) with no luck as it appears that Gallery module is stripping out any html/css:

<div id=“pussy-willow”>Pussy willow</div>
\<div id=“pussy-willow”\>Pussy willow\</div\>

Any thoughts on how one can make this work?

Sorry… my server was having hiccups and i now that i check, the Library in WP is removing the html/css from the Caption field.
Curiously though it is NOT removing the html/css from the Description field. Hummm…